Is there a way to change the order in which the links are being crawled?

The links are being crawled in the order they appear in the text file. It is possible to move a link up in the list for it to be crawled sooner. Please keep in mind that Full Page Cache Warmer doesn't influence the caches, it just takes the pages from default Magento URL rewrite tables and "warms" them so that they are cached even before the first customer opens a page.