I did connectors last. I laid out all the wires on the ground next to the mast allowing extra length for goofs, tied it all together with the wire ties, ran the electricians fish from the top of the mast to the bottom, rat-tailed the tip of the harness and hauled it through in one pass. It makes it all worth the effort of pulling the masthead to make this easier. It was a bit of trick fishing individual wires through exit holes for the steaming light but not too bad. I bought a bag of assorted grommets at Home Depot and slipped them over the wires after they were through and had reasonable luck pressing them into the holes. "Reasonable" meaning I guessed wrong on sizes and trashed a couple in the process. Connectors went on last once wires were outside the mast.
This is all the accumulated knowledge acquired watching and helping a number of other people in the local DIY boatyard do things like this before I stuck my neck out. You won't find me chiming in about some of the projects I tried cold turkey. Most of those have not gone well. Well, they've all gone well--eventually!