Although there is not technically a "grace period," a support payment is not considered late until the last day of the month. You indicated that he did not pay November's payment on the first of the month, but you did not indicate whether it was paid later in the month. December's payment is not considered late until the end of the month. If Noveber has not yet been paid, you do not have to wait to file an enforcement; however, we don't customarily file after only one missed month (though there's nothing preventing you from doing so). If you are able to wait, I'd consider waiting until the support starts coming out of his paychecks. That way, you'll know exactly how far he's falling behind instead of dealing with a "moving target" each month.
To file for enforcement, you can speak with an attorney or go to www.superiorcourt.maricopa.gov, self-service center, forms, family law forms. There is a section with forms and instructions for enforcement of existing orders.
** This response is provided as general information only and does not constitute legal advice or otherwise establish an attorney client relationship. **