To be honest, I don't think it is really matter what is the order of killing these bosses. This is the fact, that recently were implemented quests like Soul War Quest, in which the order of the bosses has decisive influence if you will finish the quest at all, but in this particular case - Grave Danger Quest mini bosses the order of killing them may help you save a few minutes. It's all.
We used to do in the order: Carlin -> Thais -> Edron -> Cormaya -> Darashia
The only thing to remember is to make Edron after Cormaya or Cormaya after Edron because both cities are the only ones with connection between each other.