Going by the pre-One Tamriel chronology, you would pick up the Undaunted quest from the group in the Tavern in your starter city (Davon's Watch, Daggerfall, Vulkhel Guard) and then quest your way through the zone until you reach the requested dungeon. You don't have to do it, just pop in. If you miss that, you later get an invite to join the Undaunted in the mail that starts the same quest so it's no big deal.
Beyond that, the order of dungeon progression would follow along with the order of your quest zones.
However, a number of the second tier dungeons were added with One Tamriel. So if there's a I & II dungeon, you can do them together or follow the level at which they unlock due to their difficulty.
For example, Fungal Grotto I is EP's starting dungeon and unlocks for group finder at level 10. However, Fungal Grotto II won't unlock til level 39.