What's your alkalinity? If you try to bring up Calc with low magnesium and relatively high alkalinity, you'll probably get precipitation, reducing your alk and not really bringing up your calc. I'd dose MG first. Others may have better advice about how slowly you need to bring up your magnesium. I'm no expert. I'm not aware of any specific problems with doing it quickly but I may just be ignorant.......When dosing Calc and MG, I'm not too concerned about speed unlike Alk where I'm much more cautious and closely watch ph.
Matt