It depends on the design, but I ussually will cover the tail surfaces after installing them.

When I do cover before installing, I put them in possition without glue, and mark the edges with a marker which will rub off of the covering. Remove the pieces and carefully cut away the covering to this mark, apply glue and install. After the glue has fully set, I follow up with a strip of covering which goes right in the corner between the tail feathers and the fuselage to seal it. If the fuse and tail are 2 different colors, you can use clear covering to seal in the corners.