Hi,
This time of the year in Zone7 (starting mid-march in fact) , I do it outside in the greenhouse and as of 15th May outside and/or greenhouse.
I used to do it directly in the dirt, and now I do half in dirt, and half in pots in the tomato greenhouse for humidity . Tomatoes are now going out to their final location so the greenhouse will be empty
and free to play with figs and other exotic stuff (Physallis for instance ) for the rest of the year.
The main advantage being, that the house is kept clean and less messy. So less histories with the great ONE and my small ONE.
For the trees, they are hardened off directly as they grow and they get all the sun and rain and wind that they like and need it seems - wind and rain seem to help the stems thicken.
They are as well ready for my Summer holidays.
Outside, I have less problems with gnats and humidity build-up in the pots .