In these two official announcements from Team Cherry, it's said:
https://steamcommunity.com/games/367520/announcements/detail/3121414788974528116
Grimm’s quest, and all other new features can be accessed at any point in your Hollow Knight journey.
https://steamcommunity.com/games/367520/announcements/detail/1327847269945274512
Hollow Knight: Hidden Dreams content is accessible at any point in the game, whether starting fresh or scouring for completion.
I still haven't find any way to start the quests from the menus or during beginning of the game. Some sources say the content can only be accessed late in the game from specific locations.
So, is Team Cherry simply lying in our faces?