The Bleeding Heart takes place prior to Rose, and foreshadows it. Also, while in The Oncoming Storm he was actively cleaning up after The War, in this he seems to think he's earned the right to some peace and quiet. So I'd place it between Oncoming Storm and Rose.
The Window on the Moor has no obvious identifiers, but assuming the set is in chronological order, as Big Finish tend to do with other releases, then it must take place between World War Three and Dalek.
The Other Side very explicitly takes place between Dalek and The Long Game.
I haven't listened to Retail Therapy yet so I can't comment, but I'll come back with my notes later if someone hasn't beaten me to it.
I believe Retail Therapy needs to take place between either Long Game/Father's Day or between Father's Day/Empty Child.
Factors: - Rose leaves 2005 in 'Rose,' and doesn't return to her home era until 2006 in 'Aliens of London,' where it's a big deal she returned because she hadn't been seen for a year. Therefore: It cannot happen before the 'Aliens of London'/'World War Three' two-parter - during 'Aliens of London'/'World War Three,' Rose and Mickey are either broken up or at least in an extremely long-distance relationship, and Mickey chooses not to join them in their travels. In 'Retail Therapy,' Jackie refers to Mickey in past tense, as though he's not part of their lives anymore - they leave 2006 at the end of that episode, and head to 2012 for 'Dalek.' There they pick up Adam as another companion, and that story leads directly into this set's 'The Other Side,' which in turn leads into 'The Long Game,' where Adam is booted from the TARDIS. We don't see where they go when they leave him - this gives our first possible gap--right before 'Father's Day' - 'Father's Day' happens and obviously this is not concurrent with that - here is our second possible gap, as we don't see where they go when they leave 1987 - the next episode, 'The Empty Child,' opens with them chasing the pod through the vortex and landing in London during the Blitz. They meet Jack Harkness, who is a companion for the rest of the season--meaning that 'Retail Therapy' cannot happen at any point during or beyond 'The Empty Child'
Tonally, my preference would be to put this BEFORE 'Father's Day,' as that has some heavy emotional developments which aren't mentioned or even alluded to in 'Retail Therapy.' After experiencing that trauma, you'd think we might open on Rose weeping and hugging her mother, but there's nothing like that here.