You are flying a sim, not a real plane, so try different things and see what happens. Try initiating with the rudder then using ailerons and elevator, try the opposite, and pay attention to what happens.

I don't really think about what I do anymore, it just kind of happens. If I had to guess I'd say I start all 3 at the same time.

Try using too much rudder, using no rudder, using a little rudder, etc.

Try making tuns without using the ailerons on a plane with dihedral.

Eventually you will find what you think works the best or looks the best, for you.

The 'real' airplanes I've flown have a little 'coordination bubble' on the control panel. If you roll the plane it will go off center if you don't also use rudder. I didn't really stare at the thing, but being as it's based on a bubble floating in a liquid, I would guess that it 'wants' to have rudder input as soon as there is aileron input; easing into both controls of course.