We used to do it in the order:
The Unwelcome -> The Dread Maiden -> The Fear Feaster
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.
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.