[OnePlus 3T Questions & Answers] Dirk:
You don't need to worry about Kernel stuff. RR already includes Caesium Kernel. You chose a good ROM by the way!

Here's a little information about Firmware. The OP3 and OP3T have unified builds. This means that in some cases the same Custom ROM can be used on both. There is some device specific software though so this has to be separated out and treated as independent from the ROM. This is what we refer to as Firmware. When Oneplus release new builds they include the updated Firmware in their Official ROM. If you look at the Firmware thread i linked you to, you'll see that kamilmirza takes the Firmware from the Official OOS builds and makes them available as flashable .zip files that we can use on Custom ROMs. Bookmark his Thread for future use.

There is no need to stress about always being on the latest Firmware for your Custom ROM, just ensure it is the Firmware intended for your device. The version you flashed earlier will probably do you for a while. At the same time, if you do always want to be on the latest, there's no reason not to. There's little to be gained by it though. If you're following the RR thread you'll probably see people mention it when the ROM requires a new Firmware. Again, don't stress about it.

As far as flashing Firmware, you can do it any time. You can do it before flashing an updated build of your ROM, or on it's own in a separate visit to Recovery. It's not particular either way. I would stick with the Open Beta Firmware, which people usually abbreviate to OBXX, i.e OB29. Just remember what you flashed so that you know which version you are using.

Now that you're rocking your Custom ROM you're next questions will be about updating it. This can be done easily and safely by Dirty Flashing. I've done dozens of updated builds since my last clean flash and everything has gone perfectly every single time.

Dirty Flash:

1) Download new ROM build (and Firmware if applicable) to Internal Storage.

2) Boot into Recovery

3) Nandroid Backup

4) From Install Menu, flash Firmware (if applicable), and ROM.

5) Wipe Dalvik & Cache when prompted. (BillGoss will tell you it's not necessary. It doesn't hurt either way, so up to you!)

6) Reboot phone.

For a Dirty Flash, you do not need to use the 'Wipe' Menu at all.

I always take a new Nandroid before flashing an updated build. I will have had a whole week on the previous build so i know i'm not backing up a bug and the backup will be as recent as possible if a problem occurs. Once i boot back into the phone i delete the old Backup. The new one is there if i need it. Always have that one recent Backup, just in case. As i've said, RR is great and i'm yet to run into a problem with it. From now on you can Dirty Flash the updated weekly builds with little to worry about and with a Backup to fall back to if anything goes wrong.

I don't mention Magisk because i don't use it, and i don't advise others use it. Unless you need Root access for something specific, don't bother. Half the threads on XDA are about problems with Magisk. Avoid the added complication if you can. Now this statement will trigger the Magisk fans, but nobody has ever had a bug or failure with something that they did not flash in the first place. Keep it as simple as possible.