Possibly the 1930s, but more likely just after the war when it was electrified.
The ECML has quite a few colour light signals fitted at this stage (mostly searchlight). King's cross itself was resignalled in the 30s, controlled from a miniature lever frame.
In 1939, there were electrically controlled colour-light signals and turnouts at Digswell, controlled by Welwyn North, Leys, near Abbots Ripton. Plus automatic/semi automatic colour lights at:
Greenwood and Potters bar (Ganwick and North of Potters bar tunnel)
Potters bar station and Marshmoor (Hawkshead autos)
Potters bar had a new PSB in the early 50s, controlling the new widened section between Greenwood and Potters bar. This was replaced in the 1970s by Kings Cross PSB.
Stevenage North and Hitchin South (Wymmondley autos)
Tempsford Station and St Neots Station (Barford)
Holme Station and Yaxley fen (Stilton Fen autos)
Essendine North and Little Bytham Station (Monkswood autos)
Little Bytham Station and Corby Glen Station (Counthorpe autos)
Burton down lines only - worked by Corby Glen SB
Great Ponton and Grantham South (Salterford - down loop controlled by Grantham South)
Grantham North and Barkston South (Peascliffe autos)
Crow Park Station and Egmanton (Weston Bank)
Scrooby and Egmanton (Down only)
Bawtry Station and Rossington (Pipers Wood autos)
All of these were controlled (or monitored!) by existing lever framed boxes, leaving a mixture of lattice post LNER signals and GNR somersaults.
Doncaster was resignalled in 1947, with some colour lights round the station, controlled by an OCR panel. Replaced by Doncaster PSB in late 70s/early 80s.
York station was resignalled in the early 1950s, controlled by a large OCR panel, at the time the largest in the world
In the 1930s and during the war, when the line north of York was widened to 4 tracks, searchlight signals installed, mostly automatic and approach lit light many signals installed at the time (because of lack of local power supply, meant batteries were used). These replaced automatic semaphore signals - the NER Halls automatics - installed in 1906. New OCR panels were installed at Thirsk and Northallerton. Northallerton Box opened the day WWII broke out.
All replaced by York IECC in around 1988/9
There were also colour light signals in the Darlington area, and around Durham.
Newcastle was also resignalled in the 1950s with colour light search light signals, controlled by a large OCR panel - replaced by Tyneside IECC 1990
Edinburgh had minature lever frames with colour lights, not sure when that was done - probably 30s, until replacement in the 70s.
Most of the re-signalling was done in the 1930s for the higher speed 'streamliners' like Silver Jubilee etc
More signal box diagrams taken from the 50s/60s can be seen here
http://richard2890.fotopic.net/c710126.html
and a plan of the ECML to Doncaster can be seen here
http://richard2890.fotopic.net/p54468843.html
http://richard2890.fotopic.net/p54469138.html
http://richard2890.fotopic.net/p54469139.html
http://richard2890.fotopic.net/p54469140.html
http://richard2890.fotopic.net/p54469141.html
There is also a good diagram of the line between Hitchin and Peterborough here
http://www.railwaysarchive.co.uk/documents/MoT_Connington1961.pdf
there is also a few of the signalling notices here
http://www.signallingnotices.org.uk/notices.php?seq=27