Is there a "Proper" procedure for this?

I've never shot HDR images before, other than blending 2 exposures (1 for sky, 1 for terrain), but I came upon a scene the other day that actually required multiple images using HDR to capture it fully.  I shot a 7 shot HDR, plus I focus stacked each image 4 times.  My question - Is there a "Proper" way to post process this so the final product will be the best possible outcome?  Should I focus stack first or should I combine the 7 images of each focus point first and then blend them for DoF?  I can't see where it would really make a difference which is done first but this is a new area for me so I would like to make sure before doing unnecessary work.  Thanks in advance.

When combining these processes I've always done the HDR task first, if for no other reason than the focus stacking exercise has more information to work with when you have tonemapped files. If you do it the other way around and try to stack first, the process may be more prone to error because the extreme exposure sets will surely have blocked up and blown out areas, which may cause the stacking algorithms to hiccup.

Thank you Kerry, I really appreciate the information.

I concur with Kerry. If you don't do the HDR first, the different stacks may mask at different locations (same goes for panoramas) and you may have small localized alignment issues when you try to put together a series of different focus stacks. The HDR's should all be done with the identical settings and then do the focus stack.

Thanks E.J. Sure enough, I would have done it the exact opposite of what you and Kerry suggested. LOL.