The correct time to shuffle it is when someone needs to draw a card from it and there is no cards in it. If someone throws a G&I on it, the Destiny Deck should not be shuffled yet as you would not need to add the cards from it. Same thing is done with all the decks in the game.
Mind you, playing over the forum makes it hard to see that the deck is empty without keeping track of cards, so a heads up isn't a bad thing.