The short answer is: anytime!  One of the great things about the Blue Mountains is that you really can rock climb year round.  It's all about knowing where to go.
The longer answer is that prime climbing conditions are in the shoulder seasons (March - May and September-November).  This is when you're most likely to find those stellar days of crisp, cool air, clear skies, flawless friction and fine temperatures that mean you can climb wherever you want without hiding from the rain