I did a quick search through the books and forums but couldn't find this specific issue. Since 9th level is the earliest you can establish a domain your henchman are probably of around 6th to 8th level. If we look at the charitable look and your vassal domain is run by the 6th level hench they require 800 gp a month in wages. Assuming an average domain makes 6gp per family land value +2 services +2 tax per family. With some quick math that means for an average domain they need around 400 families to break even. If you're looking at an 8th level hench they need around 1500 families to break even. This seems like a really high break even point for people founding their own domains. Not to mention it seems weird that in a feudal society that after giving them the ultimate wealth, land, your henches would still expect their wages. TLDR Should henchmen who are given vassal domains still be paid monthly wages?
So, the book doesn't do a great job of emphasizing that you can found a domain as early as you want, but there is a specific major benefit of doing it at 9th level, which is free "seed" families that you don't have to invest in to attract. If you have the money and a clear hex, you can found a domain whenever you want.
As for the wages, it probably depends on what you're doing. If you're still going adventuring at least once a month (to clear out new hexes and secure that sweet sweet bonus to immigration) and you're taking those henches with you, you're probably going to have to pay them a monthly wage. If they're just sitting around getting fat off the land alongside you, maybe you don't need to pay them wages, but then they're not on retainer to you anymore and the judge might declare they go off and pursue their own interests (which, if they secure more land that they pay taxes to you on, might not be a bad thing)