I don't think there are any hard and fast rules.
I'm in the middle of a set at the moment, because I've noticed quite a few more unexpected results in the last week or so. I've tried some generic tweaks, but these haven't resolved things, so I'm testing afternoon session today and will do another overnight soon, followed by breakfast and eve meal.
For me it's whenever I feel I'm losing confidence in meal boluses/expectations, my overnights go a bit wobbly, I get a few more hypos or highs creeping in. That sort of thing. Ideally I like to do them as rarely as possible, but it's probably every 3-4 months or so.
(Additionally I did get asked to run some before annual pump clinic last year)