That order is correct, pretty much the workflow I follow.  Whenever you build up a scene, it is best to create the scene first without any characters.  Lighting is important at this point, so would like to get placement, intensity and tint set up as best as possible.  Rework any textures; Lores for distant objects, maybe no displacement maps but bump/normal may be necessary.  Save the scene.

Open a new scene and work the character in as you described.  Tweak and adjust.  Delete the lights and save the scene.

Open the original scene then import your characters.  Tweak and adjust again, then render.

Pretty much it.