Awesome so I can do it at the end of each Playthrough! Thanks!
You don't have to beat the main quest to start/finish the DLC. The locations will appear in the fast travel screen early in the game so all you have to do is travel to that location to start the DLC. (So fast travel to Oasis to start pirate DLC, etc). However if you are looking for a specific weapon at a specific level you may want to wait until a certain point in the game. So if you want a LV 50 Sandhawk you want to be near that level when starting the DLC. --- Would you kindly?