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At what point does a miner validate blocks shared and created by other miners on the blockchain?

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When a block is received while the node is not syncing through backlog, it is validated on the spot. If the node is doing backlog syncing, the block is placed in a queue, and blocks in the queue will be validated in height order.

Since miners are typically always up to date, the former will apply, and blocks will be verified as soon as they are received. "Received" here means the block is complete: it is possible that a block is received which refers to a transaction the receiving node does not know about. In that case, the node will ask for that (or those) transactions(s). Once received, the new block will be complete, and will be validated. Usually, all transaction in a new block are already known, since transactions are propagated before the block.

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