is it OK to replace one at a time? Thought I might start with the coil, due to price and current available funds. Any value in checking the primary and secondary resistance in the coil? Test between the primary and ground? Then the secondary and ground? Or between the terminals and where? My book doesn't really get into the details.

It's fine to replace one at a time. The ICM is the most problematic. Bench testing these components is almost useless.