I started Playthrough 2 at Level 36. I went to Jakobs Cove ('The Zombie Island of Dr. Ned' DLC) and found out that the enemies are at least level 42. I couldn't even get to the first objective without being eaten by zombies. I had to level up a bit to finish that DLC's first mission.
After I finished the main questline of 'The Zombie Island of Dr. Ned' at level 46, I then went to T-Bone Junction ('The Secret Armory of General Knoxx' DLC) only to be jumped by assassins that are level 51, in the first mission. They deal enough damage to deplete my shields and health in at most 2 melee hits.
Like this question for Borderlands 2, is there a recommended level for starting the Borderlands 1 DLCs? Will I encounter enemies that are too hard if I go early, or too easy if I go late? What about weapon proficiency? Are there also recommended weapon proficiency levels for the weapon types that I'm gonna use in the DLCs?