Luther,
Like you, I recently installed TOB and started a new game. I did the first level of WK with characters about level 11-12, then headed off to do Umar, Tradmeet and some other things and came back for level 2.
My group is currently in Underdark, so the plan is to do level three of WK in chapter 6 and the other 2 levels after starting TOB.
This is a dungeon you can really do at your own pace.
spoiler
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the first level of WK and the 'trader' will give you some nice items early in the game
Kez