I'm currently working my way through The Blacklist from the beginning.
At which point should I leave the main show and watch episodes of the spin-off series?
To my understanding The Blacklist: Redemption is a spin off, a backdoor pilot from The Blacklist episode 3.22 "Alexander Kirk".
It premired on February 23, 2017 and ended the following April (13th), which means it was shown intermittenly with the second half of The Blacklist's Fourth Season, which aired September 22, 2016 and ran to May 18, 2017.
So it seems like somewhere during the fouth season is the right place to watch it. I have not seen it, so I am unsure how much cross-over there is and/or if it's mostly self contained.