None of the levels has a single "right" solution, partially because they're more open world than linear type (except the final level the beginning of which is quite linear). All the levels have multiple possible routes, paths and orders to go through them in. In fact, when playtesting I took a different path almost every time I played through the game.
I encourage you to find your own "best" routes that are the most viable for you and taking your goals into account, whether you want to get highest points at the end or save all the pandas to get a "+" rank or just beat the game with minimal requirements.
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Here is one way of doing the first level. Notice that I intentionally leave one child behind to pick it up later. This is a strategic decision, as the game gets progressively harder the more children you try to rescue because the line gets longer and it will force you to plan your moves ahead (sometimes in a rush, when there are multiple enemies attacking on you at once). So in certain situations, you want to minimize the length of the line for as long as possible, IF possible. This mechanic actually plays a big part in the dynamic difficulty of the game, which basically allows you to do either the "minimal requirements playthrough" or a full S++ rank rescue mission (or any mixture between those two) without specifically having to pick a difficulty option at the start.
The children closest to you are less likely to die in an attack so if you're playing it safe you obviously want the 3 closest children not include the panda.