Towards the end of Chapter Two, "The Devil's Food," before the Boss at the end, there is a walkway/bridge spanning over catacombs below.
I turned left and went down into the catacombs, freeing a hanging prisoner.

Near this prisoner are explosives that reveal a secret room, with a skull mounted on a disc/plaque on the wall.

There is another skull mounted on the wall approximately halfway across the room, opposite the freed prisoner.

There is a third skull, mounted on a disc plaque on the far end away from the prisoner.

These last two are "discoverable" by sight as well noticed by pressing "E."

I shot the third one first, and nothing happened. E'lara says something to the effect of
"Another Magical Door, I wonder how it opens?" afterwards, and the skull, once shot at, disappears.

Did I just shoot them out of order? Perhaps the one near the prisoner, behind the explosives is first?
Can someone who has sought out these doors successfully help me out? Thanks in advance.

There's no order to them. The door they unlock is on the bottom floor on the far side of the room you came in on. Prior to shooting all the skulls in the room it will have a wooden bar across the front of it for every skull you have left to shoot. So if you can't get through it yet it is still locked. Look at how many bars you have still in place in front of it and you should know how many skulls still remain.

Thanks! Didn't advance ( and thus save ) so will try again.
I did shoot two skulls and it seemed that two bars remained before I exited. Will look around the room.

hey... is that my avatar ???

;-)