We used to do it in the order:
The Unwelcome -> The Dread Maiden -> The Fear Feaster
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The main reason of this particular order is because it seems to be the fastest way including fight with the main boss in the end - The Pale Worm. Then the order looks like: The Unwelcome -> The Dread Maiden -> The Fear Feaster -> The Pale Worm.
The Pale Worm can be easily killed with team of 5 people, so your mini-bosses team may be absolutely enough and you can treat it as an additonal boss. Depends on your levels.
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If you're not going to to kill final boss, you can do it in reverse order:
The Fear Feaster -> The Dread Maiden -> The Unwelcome
The the time you will waste for the way will be very similar.