No, it is not important to collect the VOCs first.  In fact, with low-flow purging and sampling, it’s more important to follow a different order of sampling, which is larger bottles to smaller bottles.  The reason for that is in low-flow sampling we are going to establish a purge rate at a given drawdown. Once that purge rate is established and the well has been fully purged and stabilized, then collect the samples.

If our purging rate, for example, is 500 mL/minute, sample into your largest bottles first at that high flow rate, and then reduce the flow rate as necessary for filling smaller containers such as boaphiles.  At the end, if there are any filtered samples that are required, pause the pump momentarily, install a filter and then take filtered parameters.  The reason for this is we have stabilized the well at a given drawdown, we can allow the well to recover slightly by pumping at a lower rate, but you can't increase the drawdown once you start pumping – you have to keep stabilization. If you increase the drawdown, you are essentially pulling water from under zones again and now you have to re-stabilize the well.

The old concept of going from most volatile to least volatile is really based on bailers, this makes sense if you are bailing, and you do want to take the most volatile sample first with this method.  But for low-flow, steady state situations where we have to pump in the well, it's big bottles to small bottles.