I don't usually bother until 3yo anyway, though I maybe give them a couple of sessions as yearlings to give them the idea, particularly if they're not very bright, you can get off to a quicker start when you're backing them at 3.
Not sure what the point of proper lunging is much before 3, in fact at 3 you're only doing it for the benefit of their head (to settle them before backing/riding, get them listening and concentrating), rather than for fittening or muscling work.