'Set_DMA' command and SOF interrupt are optional.
If you don't use DMA to transfer to/from D12 buffers, no need to issue 'Set_DMA' command.
The example code from "USB Design By Example" uses SOF (Start Of Frame) interrupt as 1 msec timer for demonstration. This feature is also optional.

The example code also enables EP1 within the handler of 'Set_Address' (SetD12Address). Surely, this is the good place to enable EP1.
So, I reccomend you to enable EP1 in this handler, instead of 'Set_DMA' or 'SOF interrupt'

Tsuneo