Does script execution order in project setting work?

It seems changing order has no effect.

No. Script execution order is built into the core application data, not the asset bundles created for avatars/worlds.

How can I order which script run first without Awake() and unable to control execution order of Start()? I need to initialize some script first before other script access it.

I noticed Udon Graph Program Asset have a update order option. Do I have that option with udonsharp?

Using this attribute solves the problem:
[DefaultExecutionOrder(0)]