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I only ever divide mine in spring as new growth starts to show. At that time of year they really want to grow whereas autumn dividions tend to sulk and then faill if we have a bad winter so I no longer risk it.
I'd generally divide in early Spring, but as Janeys says you don't have to be precious with them. I accidently pulled a small clump of leaves off one in May so I shoved it them in a pot with a sprinkling of bonemeal. The outer 2 leaves died off but the rest of the clump rooted very quickly.
Agree with Spring divisions and everything @janeys has advised.