The sooner you do it the better. I would not put a lamp on the chicks and broody. She will keep them warm provided you have a big enough broody and few enough chicks. I had 1 small EE broody who hatched 3 LF chicks and she did a great job keeping those babies warm in 30F weather in an unheated not insulated coop. But I've never slipped chicks under a broody so not sure of the timing. Take away the eggs though when you slip her the chicks. And keep ready to intervene if necessary. My guess is if they are young enough and she's desperate enough to be a momma, she'll take them in like her own hatched.