We have a small household and most baked goods are not finished before they go stale.
For bread and buns, when is the best time to freeze?
Before first proof?
After second proof?
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In the book Advanced Bread and Pastry, Michael Suas outlines three methods that he recommends to professional bakers (but also applicable at home) for freezing bread at various stages, roughly in decreasing order of quality:
I've tried the first two processes myself at times, and they've both produced reasonably good results. Like the information I summarized above, I wouldn't recommend letting the dough rise before freezing though, unless you're going to parbake. More gas bubbles mean more ice crystals that will potentially damage the bread structure during freezing.
Other answers and comments have mentioned the possibility of doing a complete normal bake and freezing the final loaf. That's also a reasonable possibility, but if I'm to that stage and I know I'm going to freeze some bread, I often pull out some of the loaves a few minutes early, so I can defrost/finish baking them in the oven.
The one concern to that is that parbaked bread (in my experience) tends to stale a little faster after it is defrosted and baked, partly due to moisture loss during two stages of baking and two stages of cooling. If you don't plan on eating most of the bread right away after baking, I'd probably tend to either freeze fully baked bread (and defrost at room temperature), though the "frozen dough" method may be acceptable for richer bread doughs or doughs that don't depend on a high rise (e.g., pizza). The choice of method really depends on how much work you want to do at various stages, the type of dough/bread, and how quickly you plan to eat the finished bread.
I don't freeze large loaves often, but I freeze homemade bagels regularly, and baguettes or small batards occasionally. My personal preference is to freeze after the bread is baked and fully cooled; mostly to avoid dealing with any yeast issues related to freezing raw dough. Just wrap it in plastic wrap if you're only going to store it for a few days. For longer storage (up to a month) wrap it in plastic followed by foil.
Bagels thaw easily in the microwave for 30 sec and then toast to re-crisp. For crusty breads like baguettes and batards I warm them from frozen in a 400˚F oven for 10-15 min. For softer breads or rolls it's probably best to thaw them at room temp and then warm them in a 350˚F oven, 5-10 minutes, wrapped with foil.