How often is up to you.
If you are trying to be aggressive with nutrient export, then slightly more often (e.g. Q2-3 weeks) would be ideal because as the cheato grows, it can shade out the cheato behind it, so the growth of the ball starts to slow as it gets larger for a given size light/refugium volume.
If you're not so aggressive with nutrient export, then it's up to your tank. I usually harvested around once a month or whenever I remembered it.
When I had my cheato after some type of mechanical filtration or in a slow moving refugium where detritus would settle, I would always comb through to try and remove pods if I was throwing it away, but most of the time, I was usually giving it away to other reefers for free. If your cheato collects a lot of detritus, just be aware that shaking in the DT might cause a bit of a "snow storm". Unless you're trying to feed your fish, I would clean and put the pods after lights were out so they had a chance to hide in the rock work.