Before they go to sleep. I keep them in to feed and only unzip the side to change (leave the top buttoned up). Keeps them nice and cosy so they don't end up awaking themselves up properly.
Same as @Lauren. And we only use sleeping bags at night time which I'm hoping she will associate with longer sleep times!
I take her out for a nappy change then put her back in to feed and hopefully fall asleep. Definitely helps reduce the transfer shock if she's already cosy