Does it matter? I’ve seen quite a few people have issues after upgrading and wondering if it’s order-dependent
I don’t think there is a best order but I always went from heaviest to lightest (because maybe the lighter rely on heavier layers) means OS then core then Supervisor and I never had issues with updating but I can’t guarantee anything. Also there are many other reason for an update to fail. Good luck 
I came looking for confirmation but guess nothing?
Currently my flow is like this:
Update OS
Supervisor
Core
But I would always update them in the same time period before they deviate too far from one another and introduce breaking changes which in my experience would be hard to figure out with how Home Assistant is set up.