I start the process right out of the incubator. Assuming a successful hatch, I am to the point where I'd cull a chick for incorrect foot/leg color. You also have to know your breed/variety and be familiar with correct chick down color, faults that can be determined at an early age etc. Since this is a Self-Blue thread, I'll give you a scenario for this year.
Self-Blue x Self Blue breeding (this is the first time I've bred Self-Blue x Self-Blue). f1 was produced by breeding Self Blue x Black, f2 was produced by breeding f1 splits together, f3 was produced by breeding f2 Self-Blues X Black, and f4 was produced by breeding f3 splits together. f5 is my first generation of Self-Blue x Self-Blue.
I used three females and three males for breeding. One of the males had incorrect leg color (white foot bottoms/blue shanks). His type was better than the yellow legged males I used, and he was out of a yellow legged f3 bird. It is anticipated that I should get some yellow legged offspring from this male as I bred him to a yellow legged Self Blue female.
All chicks 100% were Self-Blue at hatch (as they should be). As newborn chicks, incorrect leg color can not determined unless they were showing willow legs, which they weren't. number of chicks culled at hatch was zero. I won't cull for leg color until later this year. I'd prefer to see how type looks.
I'll grow all the Self-Blues (approximately 30 chicks) out and evaluate at the 3 -4 month timeframe for comb flaws, crooked toes etc. Side sprigs, if any, would be culled. I don't anticipate any side sprigs. It's very likely that I'll keep the entire group through the fall. Especially considering they are a work in progress, and the Self-Blues are ver slow to feather and mature.
Conversely, I can be much harder on my Blacks because the type is fairly consistent. At 3 to 4 months I cull for comb correctness. If I see a comb with 3 or 7 points etc, they are culled. Any body deformities would be culled (crooked back etc). With the Buff Cochins I can cull early for some color issues. Pullets show mealiness in the wing bay at the 3 to 4 month age. It really comes down to knowing your birds and how they develop.