You can select the files to render using rmd_files key
However, you won't be able to control the order of knitting differently of the order shown in the book.
Using some knitr tricks, you could probably refactor your project and use child documents or R script to source for example. Using knitr options to hide / show chunk conditionnally, you could run in early doc but hide and then show in later docs.
This is not bookdown specific, you would do the same with long single document.
Several recipies in this book can be useful
It is not out of the box in bookdown, but I believe rmarkdown and knitr contains the tool to do it.
I let you try, and others share their experience;