If I was going to play origins I personally would start with the Dark Urge. Just so you get as little spoilers about the characters and see how they naturally evolve. I would then play the origins as you are actually supposed to know your own background anyhow and you now see the full picture uncovered - so you can even compare if you really understood the character you were dealing with or if you misjudged them from your character's perspective.
But that's my take as it would give me the option to react naturally to the companions instead based of all the secrets I know about them.
Overall I'm only interested to play the Urge and compare it to Tav to see what they actually give the custom backgrounds. The others will forever be NPCs that I only want to experience for the outside perspective.