Hi,
When there is a new version of RouterOS, i upload file on my routers with Winbox, reboot, upgrade firmware in Winbox > system > routerboard and reboot again.
This is one of best ways of doing it.
firmware upgrade is only available after ROS is already installed. And obviously new ROS already running, hence first reboot needed. Many forum users think that firmware upgrade files should be available after ROS upgrade and before the first reboot, thus it should be possible to upgrade firmware before first reboot - which would allow to have full upgrade (ROS & firmware) with single reboot. MT devs (and their representatives here on forum) seem to disagree …
There is possibility for half-baked firmware upgrade: after first reboot (which makes new ROS sunning), upgrade firmware but don’t reboot. Probably device will get rebooted at some later time (scheduled reboot or power outage or …) this finishing the upgrade process. Usually there aren’t any changes in firmware (MT reps claim that changes are mentioned in changelog) so normally there’s no rush to upgrade firmware.