better to target lesser keywords first before harder ones?

The strategy is simple. You don't have to choose one or the other:

• Place a relevant, competitive keyword within your less competitive, long-tail keyword.

Case in point. I score #1 on Google for the modestly competitive keyword phrase "Pentecostal sermons". I score #12 in Google for the competitive keyword "sermons" that is contained within my less competitive "Pentecostal Sermons".

By targeting a keyword phrase that I can score with (Pentecostal sermons), over the past six years I have been able to raise the very competitive keyword "sermons" to #12 by containing it within the longer-tail keyword phrase.