[Dean]

I'm not sure what the official sequence is, but this is how I try and keep the exhaust tight.

Work from the engine out... The first section doesn't really apply to you right now...

Finger tight headers and then cross pipe.
Tighten headers and then cross pipe.

(Start Here...)
Make sure 2 turbo mounting nuts are loose. These are the ones that hold the turbo to the bracket hanging off the engine, not the ones that hook to any exhaust parts. with these loose, the turbo should move freely with about 1/8"-1/4" total play.

Up-pipe to header bolts

Up-Pipe to Turbo bolts

Make sure the Turbo is happy sitting where it wants to on the up-pipe and then tighten the Turbo-bracket bolts.

Now keep working backwards along the exhaust.

There should never be torque on the mating surface you are working on if you want the gasket to seat and the bolts to torque correctly. Turbo-down-pipe is toughest as the damn pipe just hangs there. You have to jack up the back end to allow you to get that gasket seated well.