I'm not quite sure which you should do first. I can tell you my experience with dual booting my machine. I first had Windows 7 installed to one SSD. I then installed OS X to a second SSD, loaded with Clover bootloader. With OS X 10.11.3 you need to use Clover bootloader to actually boot OS X off your SSD (or HDD). I had my Windows 7 SSD removed during OS X installation to make sure nothing wonky happened. When I had OS X installed, I reconnected my Windows 7 SSD and could not boot into either OS. Clover was getting hung up on "scanning entries" and never loaded me to the selector menu. I decided to wipe the drive and do a clean install of 10 on my 7 SSD. I made my boot media with the Microsoft USB creation tool (the exact name of it is escaping me at the moment). I followed the steps, including one restart (which worked fine and booted back into Windows to complete the installation) and was in business. Upon reboot, I had to boot into my mobo's UEFI and set my boot preferences back to Clover bootloader, as Windows had forced its Windows Boot Manager into the first priority. After setting Clover back to number 1, upon reboot Clover no longer experienced any hang ups with the drives I have connected. This is why I recommend installing OS X first, then install or migrate your Windows installation. YMMV, but this is what worked for me. The result is a flawless dual booting system. I can reboot into the other OS and I haven't experienced a single issue doing so so far. That's not true actually, Windows cannot seem to get the time right! You would think "set by Internet" would solve any problem, especially with my time zone set correctly, but alas it does not. Even manually setting the time doesn't "stick." I remember reading a long time ago that Windows had some issue with keeping the right time in dual boot systems - some weird issue with OS X I think (I had previously dual booted Windows 7 on my MacBook Pro), so perhaps this is still an issue. I don't really care about the time being incorrect in Windows to be honest. I usually end up setting the time manually each time I boot into it, which is only when I want to play a game, so it isn't a big issue to me.