I've been trying to do them on delt day but it just doesn't feel right. If your doing deads or rack pulls your already hammering your upper and lower traps so may as well add shrugs and finish em off on back day.
And if your not squatting try snatch grip rack pulls at middle knee or even just above the knee cap. Gives you the "back and traps" part of the deadlift without killing legs. It can be nice when there's a knee issue. Nothing gets at those traps especially the lower traps like a big heavy pull lift.
Also add close grip (thumbs out and touching) shrugs leaning over slightly fwd.