The very basic level one stuff I think you can start on at any time. The main thing with little ones is to keep lessons short, no more than 10-15 minutes. Getting them to give to pressure (which I believe parelli level 1 is basically) you can start at any time.
Once you have them used to you and getting touched all over I say go for it.
Just remember it can be overdone. I believe a foal should be learning about her world and just being a horse for the first year or so. But you do want to have some control over them, and get them desensitized to scary things which will make the later training easier.
"Until one has loved an animal, part of one's soul remains unawakened..."
- Anatole France