You do not want to clip into the bloody part in a feather that is still growing.
For any particular feather, once it has quite growing and no longer has blood in the middle, you can clip it. Do not cut so short you cut the bird's wing, but any other length should be fine.
Young birds molt frequently. If you clip feathers when they are young, you will need to re-clip the feathers every time they molt.
Some people wait until the birds are adults, and do all the clipping at once, and are done until the bird molts next year. But you can clip feathers when they are young, and you can clip some feathers one day and others later when those feathers have finished gowing. It's up to you.