Mean angular separation of about 3.2°, based on skyfield
Python library simulation of the 2nd millennium.
This is pretty dependent on your viewing location. The moon's orbit is inclined roughly 5° to the ecliptic and goes through processive and nutation cycles on a timescale a couple decades.
For the purposes of this answer, I assumed the viewpoint from the center of the Earth, and ignored atmospheric refraction.
I used the following skyfield script to look between 1001-01-01 00:00 UTC and 2001-01-01 UTC for New Moons, and calculate the angular separation between the Sun and the Moon from the center of the Earth.
import numpy
import pytz
from datetime import datetime
import matplotlib.pyplot as plt
from skyfield import api, almanac
def main():
time_zone = pytz.timezone("UTC")
ephemeris = api.load("de422.bsp")
timescale = api.load.timescale()
start_ts, end_ts = timescale.utc(
[time_zone.localize(datetime(1001, 1, 1)),
time_zone.localize(datetime(2001, 1, 1))])
phase_times, phase_types = almanac.find_discrete(
start_ts, end_ts, almanac.moon_phases(ephemeris))
new_moon_times = timescale.tt_jd([phase_time.tt for phase_time, phase_type
in zip(phase_times, phase_types)
if phase_type == 0])
sun, moon, earth = ephemeris['sun'], ephemeris['moon'], ephemeris['earth']
earth_center = earth.at(new_moon_times)
separations = earth_center.observe(sun).separation_from(earth_center.observe(moon))
print(f"{len(separations.degrees)} New Moons found.\n"
f"Minimum separation {min(separations.degrees):5.3f}°\n"
f"Average separation {numpy.average(separations.degrees):5.3f}°\n"
f"Maximum Separation {max(separations.degrees):5.3f}°\n")
plt.hist(separations.degrees, edgecolor='black', range=[0, 6], bins=12)
plt.title("Angular separation of Sun and Moon at New moon during 2nd millennium")
plt.xlabel("Angular separation (degrees)")
plt.ylabel("Number of New Moons")
plt.show()
if __name__ == '__main__':
main()
The following results were returned:
12369 New Moons found.
Minimum separation 0.000°
Average separation 3.186°
Maximum Separation 5.011°
With the following histogram:

As Michael Seifert mentioned in the comments, the moon in general spends more time in its orbit near the upper range of the angular separations, resulting in the spike of separations nearing 5° inclination.
That said, 5° is still fairly close visually, about the visual width of the three center fingers on an extended arm, though with angular radii of about 0.25° each, as David Hammen mentions, probably the first two to four bins would be "skirting the edges" of the solar glare for a human observer.
Venus (maximum elongation 47°) is almost always going to be more angularly distant from the Sun than the New Moon. Lightly modifying the script, I'm finding only 504 of the 12369 New Moons in the 2nd millennium where Venus is angularly closer to the Sun viewed from the center of the Earth, a bit under 4.1% of the total.