As soon as the first frost has blackened the leaves is the general advice.

I was always told to leave them for about 2 weeks after they had been blackened by frost before lifting them, to allow any moisture in the stems to drain back into the tubers, {don,t know why} but this always seemed to work

I would lift them right after the first hard frost. You leave some of the stem on to feed back into the tuber - but that needs to happen in frost free conditions. A garage or shed is good and high humidity helps too to stop the tuber drying out.

i lift as soon as the first frost hits them and cut all back to around 6-8 inches from tuber, then when dry brush them off and store in dry compost and stick under by bench in the garage..

I have a free draining soil and left my dahlias in the ground over winter for 10 years without loss.( North Cambridgeshire area) I did lose them all in last years very hard winter though.