I used to do something similar to what you are doing, and also had issues
with build sequencing.  In my case the wixlib had wxs code and was marked as
an x86 project.  The msi project was a dual platform project in which I used
preprocessor to switch between building a x86 or a x64 project.  It all
worked great in VS, but was tedious to change to the appropriate platform
prior to building each dependency.  However when I would launch MSBuild from
a batch script I had problems because while building the x64 MSI MSBuild
would try to build the wixlib as x64.  I have read that
/p:BuildProjectReferences=false can be helpful in these situations, but
generally I avoid using project references.  When I harvest files I use the
CopyFiles target to move the files to a temp folder (to filter out the
unwanted files) and then use the HarvestDirectory task to harvest from that
folder.

I recently came across the idea of an 'unbound' wixlib in a comment in one
of posts here, and it has been very helpful in simplifying my projects.  If
I have code that I might use in more than one project, I place it as a
Fragment in a wixlib.  (IF the Fragment does not already have a reference to
tie it back to a project, I create on by using an empty PayloadGroup, in a
bundle, or a dummy property in a MSI.)  Since I do not plan to distribute
the wixlib, in the Properties\Build tab, I make sure that "Bind files into
the library file" is not checked.  The host project still provides the path
to the source file.  I use the linker -b option to provide the path.  I have
one wixlib for bundle related code and another for msi related code.  This
approach has made my many projects really simple to manage, and I think the
build times are faster (although I did not do any timing).   Most of the
time I use batch scripts to call MSBuild and build specific projects in the
sequence that I want for a particular release.  I only tend to use VS when I
am in the IDE doing development.





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