It doesn't matter what order you load profiles, so go ahead and load them. I would:
1. Load the profiles
2. Calibrate your monitor
3. Print something using the Epson profile matched to the paper
4. Evaluate the brightness of your computer screen and work environment vs. print output, adjust as necessary and reprint.
5. Profile the printer/paper combo
6. Print the same thing using your profile
Of course the order of 1 and 2 makes no difference, but I think the order of the other stuff is relatively important because you learn about the effects of screen brightness and the effects of your custom profile.
My experience has been the Epson profiles are very good, and the effects of custom profiles are very subtle for Epson papers on Epson printers. I don't have your specific printer, however.
Dave