My cat starts his nagging (me) to let him out around 2 a.m.. I make him wait until at least 4:45 a.m. before I open the door to let him out -since I have to leave the door open for him to do his 'checking in on me a few times' thing. Which brings mud up on my bed, but it's too easy to let that slide, because he smells so 'dark morning fresh' and his fur is so wonderfully chilled before the heat of the day is reality.
This is the time that my male could jump down from the bed and come back minutes later meowing at the top of his lungs.