Sliders are first, there's no where to jack a stock X from offroad w/o them...plus, break over angle damage to rocker panels is a common issue, maybe the most common, followed by scraping along a rock or stump, etc....plus, ON road, they totally protect you against Bozo Damage from people who open their car doors into your truck, sideswipe you, etc.
For the new X's...you start with sliders, then skid plates from the front, to the back, if you have to do it a bit at a time for $ reasons. etc.
(For the 1st gen X's, you start at the back, and work skids to the front...but the radiator and so forth on the new X's is more vulnerable, and the butt end is less vulnerable, than on the older X's...)
It doesn't matter what model, and the OEM step rails do not change the order, as they are meaningless offroad...and, tend to bend up and CAUSE damage, rather than protect you...so even if you DON'T have sliders ready to install, etc...you want to remove the step rails before offroading...its better to have none than the OEM's on there.
That way - you don't mess the step rails up...and, they fetch more on ebay....helping to pay for the sliders.