It's actually the opposite; I can confirm that custom actions run before jslink. It works out well that this is true. If you have the same dependency in inon a number of jslink scripts, you can load it once as a site or web custom action. The
The alternative is to set all of your jslink to "~sitecollection//jquery.js|~sitecollection//yourscript.js"
"~sitecollection/<path>/jquery.js|~sitecollection/<path>/yourscript.js" which gets pretty messy as dependencies grow.