WHEN to Manage Change
It is tempting to say that you should ALWAYS manage change, but in practice you can't really manage it if you are not able to define what the change is - so you need to have clearly defined scope, basis of design and a baseline to work against first.
Although the consequences of change vary with cost; complexity; level of technical uncertainty; number of contractors; geographical locations etc, the timing should not vary greatly.
After DG3 (during the execution phase) is when change management is implemented in projects of virtually any size.
After DG2 (during the FEED or define phase) changes may have a formal management process in larger projects where there is clearly defined scope and a baseline to measure against.