The recommended time is while they are dormant - late winter or early spring. Dogwoods are among those trees that can leak significant amounts of watery sap if pruned too late in the season. And the rule of thumb is to prune these trees with a very light hand, just removing the three D's, correcting any conflicting branching (unsual because of the paired branching structure) and limbing up if necessary. And the recommendation is to take any cuts back to the branch collar - dogwoods respond to lateral or heading cuts by producing copious shoots at the cut and you run the risk of creating this wild, twiggy, Medusa-looking mess if you prune too heavily. Virtually any source will instruct you that Cornus trees require and should receive minimal pruning.