Level 34 or 36 or whatever you get Shroud of Saints which regen a bunch of mana and drop your threat, which you probably want to use as soon as you can without losing mana, barring specific fights where you might need the threat drop at a specific time.
You should be DPSing provided it doesn't put the tank at risk and you have enough mana. If it's your first time through the fights, you probably shouldn't bother since you don't know when the bursts/aoe/whatever are coming, but as you get more comfortable with fights, DPSing does make stuff faster.
That said WHM DPS in dungeons, while good on trash, is generally not something you expect a whole lot of on bosses due to passive healing being so so and their damage being reliant on hard casts, unlike SCH which can and generally should be DPSing almost all the time. On easy enough bosses though you can do it, you probably want to get used to cleric stance swapping at some point anyway. In 8man content, WHM generally get the healing focused role while SCH get the DPS/heal role, but in some cases WHM can also DPS(like adds with Holy spam).