For starters, these princesses really shine best when AW'd. Since it sounds like you're not at that point yet, I'd advise you to focus on CC'ing your other units first.

As much as I love Lilia, you'll want to AW Sherry first, due to her "golden army" passive (boost all gold-rarity stats by 5%, and supposedly units below that rarity as well).

AW Lilia is a longer investment, particularly since she becomes godly with SAW. At AW though, she's a very respectable duelist, and her HP-regen passive can give her some leeway with letting her tank things without a dedicated healer for a short while.