Starting TDD halfway a project, good practice?
Agree with the previous answer. Yes, you can start using TDD at every single point of development.
When you try the 'red line' tests which should fall at the beginning there is no surprise for you that they show up lack of functionality. 
When you start implementing TDD on the big system with a huge amount of code already in you should check first for some functionality availability by also writing the test (or the group of tests). Then if it works well you carry on until the test start showing up the limits of code's potential.
Would add that if you start now and decide to cover not only the new features (but the old ones as well as mentioned above) at this point you more likely will spend more time for the old features.
And in that case it would not be called pure TDD (just saying) since some tests is going to be implemented after the code has been written but if it's suitable for the project that's also the option (definitely could worth it). And still it's most likely better to test something now than on the beta-testing stage. At least because it will be easier to come across the solution if you find something is going wrong with your old features. 
So later you test so harder it's getting to solve the issues. It takes more time then. And if the people apply tests long time after the code has been written it comes to the double work since you need to rethink how your code works. That`s why in the TDD writing the tests goes almost along with writing the code. Even at this point it's probably easier for you to remember what you were coding at the beginning.
I am halfway in the development of a large Flask web application.
Back in the beginning I chose not to use test-driven-development, for learning curve vs project deadline reasons.
Thus these last weeks I had the opportunity to learn more about it, and I am quite exited about starting to use it.
However, regarding I didn't wrap my project with TDD from the start, is there any cons of starting to use it now ?
I would not refactor my entire app, only the new features I am going to design in the near future.