Since we want to 3 star Vayne later on - ideally you can start your game with 3 Underground and go on a lose streak to gain progress stacks fast! DON't level up and go on a lose streak.
For your mid game you want to break your lose streak by finalizing the items for Vayne and potentially grabbing your Underground heist! If you didn't lose too much HP - you can also continue your heist! Level up to 6 at stage 3-2.