we used the smalls from 2 weeks, and they were fine but she was a big baby (9lb 4). as she grew there were times we had good fit and times we didn't. waiting a couple of weeks they usually fit again.
one thing we found helped was holding the hourglass and trifold inserts on top of each other, one hand on each end, move them like a caterpillar or wave if you get what i mean, have the ripple go along the legnth of the inserts a couple of times - this seemed to soften them up a bit and let them mould to her shape better, and helped prevent leg gape. we didn't have any more issues once we started doing that.