I'd wait until the spring for the tarpaper. There doesn't seem to be any upside to doing it now, where you're going to cover the roof with blue plastic. Best case: nothing happens to the tarpaper, worst case: it takes a beating. On the other hand, I built my shed two years ago in November (in Boston), and shingled it right away. No problems. In fact, my new house was shingled in late February without incident. I think you're a little too worried about the remote possibility of damage on shingles that haven't fully sealed yet.