We catch all our baby Koi in the fall and put them in an indoor pond for the winter. Only because we like too! We find it's easier to catch them in the fall when we do our water change and trim back the plants and such. With no plants in the pond and the water level lower, it's easier to catch them. In the spring we decide if there are any we want to keep and the rest we give to folks in our pond club.
But if your pond is established and has good algae growth in it, there is no reason you can't put them back in the pond now. Just be careful to acclimate them slowly to the colder outside water temp when moving them. I wouldn't wait much past the first week of October if you are going to do this. I'm probably in a similar area compared to you.
But if you have a nice warm aquarium for them and no filtration or other housing issues, I'd keep them inside and grow them as much as possible inside.
Craig