My LO was prem & on special care for a few weeks - so as you, I initially changed him before every feed, as this is what they did in hospital.
Now if I hear him go (poo) I'll change him immediately, as it can't be nice to be lying in it for several hours.
Otherwise I still do it before a feed.... I don't think it matters too much through the dayime as long as it's regular (I try not to let him go more than 4hrs).
Through the night I do it before a feed cos after a feed he's sleepy when I wind him, and I think it'd wake him up again and be difficult to put into his cot again if I did it afterwards.