If you grow your plants outside, the answer to your question is never. They will catch all the food the need on their own. I was skeptical of this myself when I started growing Venus Fly Traps, but in fact it is rare to see an open trap! They are very good at luring and capturing their own food.
If you grow your plant inside, or if you just can't stand the temptation, feeding them a couple of insects a month would be sufficient...after all, it is so much fun to watch those traps slam closed! Under no circumstances should you feed your Venus Fly Trap any kind of people food. This will be very harmful to the plant and kill the trap that you feed the food to. Hamburger, pork, chicken, pasta, potato chips, avocado are all not on the menu for Venus Fly Traps. Venus Fly Traps are insectivorous plants, which means they only eat insects. So, feel free to feed them ants, spiders, earwigs, flies, or any other creepy crawly that you can catch!
For more information on feeding Venus fly traps, be sure to read the article: Feeding Venus fly traps.