My advice is to do very little of it, if any. The neophyte learner needs to learn how to do the basic procedures first and then to hone his automaticity. To the extent that you cover errors, it makes sense AFTER the mistake, as a correction. If you try to do it pre-emptively, you are likely to be giving too elaborate of an instruction (remember the new learner is mastering the procedure first, so long winded instructions tax their working memory). You want to give bite sized instruction and intersperse it with successful practice in a gradually scaling up behavior. If you have experienced students, it may make sense to discuss common errors, but that is different from preemptive instruction.
See, the last section of this article: https://theconversation.com/why-students-make-silly-mistakes-in-class-and-what-can-be-done-48826
I'd say after a test, makes most sense. There's the benefit of huge investment that the learners have made (thus interest). Also, they likely know the material the best they will (as a point in time). Also, they have strong familiarity with the examples (having worked the problems and perhaps even having a key to refer to, if you provide those).
I have found that with some common errors, it is helpful to have acronyms or pet names. E.g. SF-1 (in red pen). Sig figs or significant figures, -1 point. Similarly maybe with +C on indefinite integrals. (Is there a cute name for that? I do know Jamie Escalante had cute names for common mistakes.) But even here, you probably need to just use correction of the mistakes as the main training method. If you strain too hard preemptively, it won't stop the errors and there are much bigger (new) aspects of the chemistry or calculus problem the trainees are demonstrating, and have not yet mastered.
Probably there are other times when it makes sense to stress error analysis, but they are not probably germane to typical math/school learning. For example, dealing with very risky and expensive operations, like flying an F-14. Even here, you need to be wary as trainees need the situational awareness to grasp the watchouts that are being stressed. Telling me all the things I could do wrong is hard for me to remember if I don't know the basics of flying.
N.B. All this said, if you're doing it and it's working, use your judgment.
P.s. I've been a ski instructor, in a very good ski school, at a destination resort in the Rockies. That example feels very made up education writing to me. First of all, it's rare that you would teach tree skiing (given the legal constraints). If you did, it would only be with very advanced skiers. Also, it's obvious even to 5 year old "never, ever" (neophyte) skiers that you don't hit trees. It's honestly something that you don't have to tell them. Yes, with advanced skiers, you would tell them to pick a line (not "the path"), but this is similar to how you slalom flags or deal with moguls.