If a combination of "none the less" is the beginning of a sentence and is used in the separation of the preposition "but", a comma is not needed before him: "I was forbidden to walk in the woods, none the less I went there".
If the phrase stands out intonation as a lead, commas are put before and after it: "a Letter, none the less, did not occur." Please note that, as a rule, in this case "none the less" is written in the middle of a sentence.
With any value of each part of the combination is written separately, without hyphens or as one word: "none the less".