In this case, the paralleling between DSWC and Villains happens in the order I prefer. In DSWC Richter and Cornell are looking for a way to get home. Here, they've found it and are just showing up. Next comic in DSWC will have the interaction that follows, and so on.

The way I look at it, if readers want to read both comics at once, they'd likely go back forth starting with DSWC. The flow is important.
 
    

When evil spreads across the land, and darkness rises and the monsters roam. When the creatures of the night make beautiful music, and the things that go bump in the night go bump with greater enthusiasm. When the world is in peril and is in need of a hero...

These guys are, sadly, the best the world can hope for. These are the adventures of the heroes of CVRPG. They mean well, they try hard, and occasionally they do the impossible...

They actually do something heroic.