I would say pretty much the same order. Three Hearts & Three Lions and Vance are way up there, LotR and Leiber's F & GM stories are right there with them. For Leiber (like I always say with Moorcock) always go with the earliest-published stories first.
The Jewels in the Forest (1939) is practically a straight-up OSR D&D adventure in seven pages, for example.
After that maybe Pratt & de Camp's Harold Shea books, with some monsters and situations which clearly influenced AD&D and the Giants series of modules in particular.
For a bonus, I want to link to a short story by another author. While Clark Ashton Smith is NOT in Appendix N, his being left out has been a subject of long debate among old schoolers because there's definitely signs of his influence here and there. His prose style is somewhat similar to Vance, and to Gary when he's in High Gygaxian mode. I think this story is a great intro to his work, and showcases a kind of monster I haven't seen show up elsewhere than in D&D:
