The best way (for the array) is that you shutdown the NAS, then upgrade the HDD firmware one disk at the time, then boot up again. Remember to take a backup before starting the whole operation!
It would be nice to boot the NAS after every disk upgrade to check that things went ok, but it would mean facing a volume rebuild every time... which is definitely something you want to avoid unless necessary.
DS-411 (DSM 4.2-3202) w/ 2x WD10EFRX + 1x HD154UI
DS-106j (DSM 3.0-1357), PATA-to-SATA adapter, 2.5" HM250HI