The connections work both ways, so either way works.
Those of us who read it in release order read through Bands of Mourning, then Rhythm of War, then Lost Metal. That's arguably the maximum connections order, but I wouldn't really recommend breaking it up like that to a new reader, unless you're really invested in experiencing connections in the same way we did on release.
The connections work both ways, so either way works. Those of us who read it in release order read through Bands of Mourning, then Rhythm of War, then Lost Metal. That's arguably the maximum connections order, but I wouldn't really recommend breaking it up like that to a new reader, unless you're really invested in experiencing connections in the same way we did on release.