The way the question is phrased means we must look at two historical developments:
How preaching evolved in the early church, from Jesus through the pioneer stage of Acts to the early church fathers.
How preaching evolved in the protestant church, from Luther into what we have today.
Also, one must note the context of the preaching: Small group, large amount of people; evangelistic setting, instruction in the faith for believers; etc
In the Gospels, especially Matthew and John, we do hear Jesus delivering what one might called uninterrupted sermons. Matthew have five distinct sermons. However, Jesus interacts with followers, opponents and average people throughout the day. There is not really a pattern of distinct worship services, with distinct starts and stops. It's hard to see a model for preaching in a Sunday service in the Gospels.
In Acts we have a number of distinct sermons as well, but they are mostly ad hoc, in an evangelistic setting. They are very carefully crafted to the audience though. When appealing to Jews or "God fearers", the apostles used scripture, when appealing to unlearned gentiles, Paul used natural analogies and when appealing to learned Greeks, Paul used quotations from their own traditions. Once again, it is hard to see the kind of preaching we assume today, when the preacher starts with a text (or a few texts) from the Bible and tries to use the for exhortation and instruction.
We can see some sermons in Acts ending in dialogue, one ending in a murderous frenzy by the hearers (Stephen's) and some ending in an exhortation to be baptized.
Another factor: Most of the epistles of the New Testaments are in fact sermons. They were supposed to be read aloud. (A side note: Gather a small group, shut your Bibles and have one member read Galatians from start to finish. It will take 16-17 minutes. Do not interrupt and ask what a single verse might mean, but follow the train of thought. The experience is highly instructive!)
Since Paul (or the other authors) naturally could not be present when the epistles were read, this is very much a one way event. But in some letters Paul is addressing specific questions he has heard or specific problems he has heard of, providing a sense of a dialogue by mail or messenger
The early post-apostolic churches seem to have begun formalizing the worship service quite early on. While retaining many parts of the synagogue service, new elements were added. The preacher would sit and the congregation would stand. Sermons seem to be mostly one way. Questions and dialogue would be handled in smaller settings, like in the catechumenate.
From that era to the time of Luther, there seems to be precious few examples of dialogue being used in the sermons on Sunday services. Preachers like Chrysostomos (early 5th century) are clearly not expecting questions from the congregation. However, in evangelistic settings, like when Bonifatius talked with the heads of Frisia, dialogue occurred. One can also assume this was the case with the friar monks, preaching in public, during the middle ages.
Luther himself seem to have given himself license to do a few things he did not expect other preachers to do. In fact, he strongly admonished most of the to use written sermons, since he had a low opinion about their ability to produce sermons of sufficient quality of their own. To this end he wrote quite a number of postillas.
Luther also seemed to have preached mostly ex tempore, having worked with the texts in earnest when he prepared his lectures at the university, and a bit later, when he translated them into German. Most surviving sermons were written down by his hearers. Once again, it is quite clear that he does not expect other preachers to not use a script for their sermons.
Given Luther's low opinion about the state of preachers abilities, it would be surprising if he would encourage dialogue type sermons, even though I've not read anything myself that clearly says that he did or did not. He, and almost every other notable reformer, did however provide catechisms, that are structured in a question and answer format. In some ways these can be seen as FAQs, but in some ways they also are saying that this is a question one should ask.
Within a generation after Luther's death, Lutheran orthodoxy happened, clearly stifling innovation and providing a strong impetus for one way communication, regardless of the setting. "Cuius regio, eius religio" and that meant subjects were expected to conform. Any possible remnant of dialogue (if there ever were such a thing outside of Wittenberg) would probably have died now.
Still, all of this is an attempt to answer the question when. It says very little about the question how we should be preaching today. If anything, I think the lessons from early church age seem to be pick the format that works best in your particular setting.