There is no order to do them. All the braziers must be changed to Fire, but you must be quick about it because it will change back to Ice in a short time.
There's no specific order to do them in. You have a certain amount of time to turn all 6 of them red before they reset. Turning them red will unfreeze the door.
While you're on the Frozen Lake, don't forget to get Zeke's Beetle. It's on the plank in the middle of the lake.
