Well according to the Prima guide it says to do Temple of Tears, Phantom Ship, and then Yule's series of quests. I didn't personally notice a significant difference in difficulty though; however, I was extremely over-leveled from beating the crap our of those Tokos. --- Sometimes I worry that people take things too seriously... isn't it supposed to be a game?
I didn't see it recommending me where to go, so I just went to Yule to open up the missing heart pieces I need for some errands.
Are there level differences, meaning are certain ones more difficult than others?
Not really...Well, I suppose I was a little over-leveled, so none were really all that difficult. The guardians are all quite easy, but the quickest one to get is definitely the one near Autumnia, you need to use your ship to do that one, it's a ghost ship sailing around, you just need to catch up to it and there's no running of dungeons or anything, just a few cutscenes and a boss fight and you have it. I did that one last ironically without even knowing it would be short, was kinda nice.