If they're the new type gaskets that have a shinny reflective appearance, that's a solution that is self sealing via heat. Usually, but not always, somewhere on them you'll see a notation which says "Do Not Use Sealer". However, if they're just the regular type gasket which is obvious just by their appearance, then yes, use Gasket Sealer which comes in a can that has a small brush attached to its screw off cap.
There is no actual sequence to the tightening that I'm aware of... BUT... I always made a practice of tightening from the inside portion of the baffle plate towards the edges.
If memory serves me right, those bolts are 1/4x20.... as such, the torque would be 60-80 inch lbs.... 5-7 foot lbs.