A bit of everything. Just brainstorming on them for a start. The character dossier things can be useful in a couple of ways - one, as a place to store actual "facts" about the character, so their eye colour or number of siblings doesn't change halfway through the book. That can be partly completed beforehand and partly while writing. But they're also useful for making you think of something you might not have considered about your character before. I prefer ones that ask big picture questions, not details, like I don't care what they wear to bed, but I do want to think about how they vote and if they are religious, etc.
I also sometimes do the various personality, values and beliefs, and psychological tests you can find online as the character (just make sure it's nothing that's going to be included in someone's research!) Not so much for the results, but again because it makes me think about aspects of the character I haven't considered yet.
In the end though, as fun as all that is, they only really come to life when they start walking and talking in the draft.
I also sometimes do the various personality, values and beliefs, and psychological tests you can find online as the character (just make sure it's nothing that's going to be included in someone's research!) Not so much for the results, but again because it makes me think about aspects of the character I haven't considered yet.
In the end though, as fun as all that is, they only really come to life when they start walking and talking in the draft.