I don't know if it matters but have always done myxo first. I wonder if it's because there can sometimes be a bit of a reaction with VHD so therefore it is better to get Myxo done, as following the VHD the bun might not be so 'fit' as the VHD can knock them back for a few days.
I'd be interested to know if there is actually a correct way round - must ask next time I am at the vets (having just got back a while ago from having 18 of ours myxo'd in one go!).