Yeah I started with them after beating the game once and that was fine, you'll be very over levelled at first, and probably a bit higher than necessary for the remaining as you progress through them, but the last ones will still be a challenge. Just start with the first one (pthumerian labyrinth?) and go through them in order, you'll get the necessary chalices from beating the bosses and if you make sure to explore everywhere including the side areas you'll get all the materials without needing to farm anything. I skipped all the root chalices except the very first one as I wasn't interested in getting particular weapons or runes. They all look very similar design wise but I liked the atmosphere of exploring that old labyrinth underneath Yharnam, and a lot of the bosses are amazing so it's definitely worth doing them.