Shouldn't it be riskier & cheaper first? That way if you fuck up you haven't wasted your expensive components.

Generally, riskier and more expensive are shared properties, you want to do those first since then you save the grunt work if you mess it up as well as you have more space to work with it.

Components are not wasted or used up by being soldered to a board.

In a lot of keyboard designs, you'll solder an Arduino Micro Pro to the PCB. It has, I dunno, 18 pins or something. Without a professional desoldering station, it's almost impossible to remove. I tried with desoldering braid, wick and pump but still managed to damage the Arduino. A more experienced person tried with a heat gun, also damaged the Arduino.

They certainly can be if you're not very good at desoldering. Especially BGA parts which require laborious re-balling for reuse.

Luckilly you won't be installing BGA parts to begin with using a soldering iron at home.