It doesn't really matter — The Missing Heir came out first, so that's the one we played first, but The Girl Who Stands Behind is a prequel. You can play them in any order!
If we had to recommend one to begin with, we'd probably say the sequel, "The Girl Who Stands Behind", just so you can get to know the characters who end up in both games, but it really doesn't make much of a difference.
Both games will check to see if you have a save file for the other game at the beginning, but this is just to see if you've already named your character. Don't worry, the plot won't change depending on which you play first.