Not withstanding the more difficult travel to St Thomas, I would highly recommend you start there. We did the St Thomas ==> Culebra ==> Vieques ==> St Croix ==> St Thomas route in 2018. Only a little upwind sailing in St Croix.

Watermaker is mandatory. This is not BVI sailing. If you decide to go with a cat, make sure that the davits on the boat you choose will allow you to get the dinghy high enough to avoid bottoming out. We were on the newest version of the Helia 44, and spent a lot of time unsuccessfully figuring out how to re-rig the dinghy.

We did not use Captain Jay / CYOA, but would do so if we ever made this trip again.