I would do that anywhere. Unless ATC specifically says "pilot's discretion", or "when ready", I would do it now. At least a 100 fpm until you capture your path. If they want greater then you can give it to them.
And if you really want to hang on to your altitude, then ask if you can descend at your discretion (if they even understand what you are asking)
I know that ICAO says blah blah blah... Use common sense, you are in an unforgiving environment were ICAO means jack sqwat.
