They can be bad all month. They are totally harmless, just plentiful. They are usually flying around but be careful anytime you sit down (outside or inside). You could be squishing a couple (there are always two, hence the name) and they will show up nicely for the rest of the day on the seat of your pants.
If you are driving, be prepared. You might have to get a car wash (or two) while there.
BTW - they are also out in May as well.