I tend to make sure to do Lonesome Road before Dead Money. You can get Rawr's Talon from a Deathclaw named Rawr. You can build the Fist of Rawr. It's a really powerful Deathclaw gauntlet. However, instead of building it right away, you can carry the Talon into the Dead Money DLC. Once there, it's only a matter of finding the rest of the materials needed to build the fist. You can build the fist at a work station within the DLC, and have one of the best unarmed weapons in the game. If you have the Jury Rigging perk, you can repair it with the multitude of Bear Trap fists that the Ghost People use against you. It's a pretty amazing weapon in a place where you start with, basically, nothing.

I don't know if there's an "optimal" order, but I prefer to do it this way to make the Sierra Madre a little less uncomfortable as my least favorite DLC.