is it ok if use Elasticsearch, Kibana, Metricbeat version 8.6.1 to connect to version 8.6.2?
Elasticsearch and Kibana should always be on the same version.
Otherwise components (like beats) less than or equal version.
Order of upgrade here
Ideally you keep everything on the same version, yep.
There is some degree of flexibility there to allow for upgrades. Support Matrix | Elastic has the details.