. How do i have to proceed to make my dwarves build the next level without getting stuck or leaving holes?
There's also the priority designations, but I've not tested those out enough to comment with authority.
Do I have to build the wall tile furthest away, wait for it to be finished, then assign the next one and so on?
Well, you can't build a further one after you've built a closer one, that's a dealbreaker. So either you do that, or find a work-around for access. Outside scaffolds are one, interior floors another (so long as you build the "corners first"). Multiple stairs, one the middle of each wall, can let up to 8 workers hit the construction at once, 2 building each wall in toward the stairs while more workers build the stairs up to the next level(s). More stairs = even more workers for longer walls, with pairs of workers building in toward the middle stair location.
What happens if I build the whole top level with a single building command?
If you build a floor (or a permanent "skyway", a non-retracting "bridge" type floor), the game will take care of itself, since workers can only place where they have access, and floors don't block access.
The hardest is if you're going to build Fortifications around an outside corner - nothing to support that corner Fortification! So you build a floor, then that fortification, then the Fortification diagonal to the floor to support that extreme corner Fort'n, then remove the floor. This can be done first or last, but without that corner in place your defense has a diagonal weak spot to enemy archer fire.
+= roof flooring
t = temp floor
F - Fortification
< stair access (assumed somewhere, exact position doesn't matter)
++++F
++++ (top level roof, with supported Fortification next to corner location)
+<++
t
++++F
++++ (w/ temporary floor in place)
+<++
tF
++++F
++++ (corner Fortification in place)
+<++
F
rrrrF
rrrr (temporary floor removed, corner Fortification supported)
+<++
Repeat on every outside corner.