E-file / Mailing with Multiple States- Correct order?

Hello,

I have a question on how I'm supposed to properly file (e-file or by mail) once I've entered all my info. I have the federal, and two states (my home state, and a nonresident state where I worked a few months). 

At the end of completing my home state info, I got a message that "your state requires you to file your federal and state returns together."

When attempting to e-file everything, for the nonresident state only, because it's my first time filing in that state, I get a notice that I must print and mail the return. It says "To print your nonresident state return, select "File a Return" and choose "File by mail" (but you can continue to e-file your federal return)."

I'd prefer to e-file as much as possible. Based on the instructions, what is the right order and items to select in the filing process? 

Should I:

1. First, e-file just the federal AND the home state together, and select under the nonresident state "Do not e-file my state return now, I'll do it later"? Should I be concerned that the nonresident state isn't included, given the message of "your state requires you to file your federal and state returns together."

2. Second, after doing above, then go back and select "File by mail" > "Print my state return to file by mail now" only for the nonresident state (and not include the federal or home state return in this option)? Typically I am used to including federal with the state together, but for the nonresident state, is it okay to just submit that portion by mail separately since the federal would be filed in step 1 with my home state?