I would not only start DS9 before watching all the TNG movies, I’d consider starting it before finishing TNG. After all, they overlap in time period both in-universe and in terms of production. Specifically, season 1 of DS9 happens roughly concurrently with season 6 of TNG.
It’s not overly important to watch it that way, but at least it avoids continuity weirdness with O’Brien and Worf.