Is there a power up sequence I should follow?

Yes, it is good practice to power V_DD first and V_SS second. The order of V_A, V_B, and V_W is not important but they should be powered last. There are ESD protection diodes between the V_DD and the A, B, and W terminals. For example, the cathode of one of the diodes connects to V_DD and the anode connects to the A terminal. As a result, any voltage occurring at the A terminal before V_DD will forward bias the diode and power the V_DD. For AD5231/AD5232/AD5233/AD5235 only, the digital signals should also be powered after V_DD. Please refer to datasheets for additional information regarding digital signal sequence.