Which romance to do next?

Between the two, I'd go with Dorian.

And I always recommend Sera if you decide to play a female character.

I'm totally in love with Dorian, but that's just me. (My Inquisitor is a human warrior.)

It really depends on your character's RP and the type of romance you want to have. Josephine is a traditional style of romance and you basically get to be her KISA. There is also no sex scene, so if you prefer things to be less ambiguous in that regard, Josephine is not the one.

Dorian's romance has more angst and is more of a healing romance, sort of like Fenris. There are several different paths to take in the various scenes, which makes it ideal for crafting to your headcanon for your character and the romance (I can elaborate if you wish). One semi-bonus: if you are planning to take the templar spec as a warrior, Dorian has a line for that (not romance-related, but it sounds better if in a romance). Also, with romancing any follower comes the ability to bring your LI everywhere you go, so you can then hear romance banter and headcanon extra stuff in that regard.

Of the ones I've done so far, Josephine is easily my favorite, though I feel often like I'm in the minority on that. It's just delightfully sweet (and results in a minor, yet absolutely awesome, change to Varric's Wicked Grace scene that just kinda makes me "d'awwww").