May I know how u experts do it? I usually merge the different exposures individually then manual blend the various different panorama exposures but I usually can't align exactly even I use photoshop auto align feature.
ptgui allows you to stitch them in layers and can also do the aligning for you. they can then be exported as different layers, using which you can do the blending with. i think its pretty fast and easy
you first need to check the hdr mode, then choose exposure fusion.
then under image parameters tab, you have to change the shutter speed of the same exposures to the same digit (anything will do)
then when you press align, they will prompt you to ask if you want to link them (if the diff exposures are perfectly aligned) and if you need them to align for you.
there on is quite self explanatory.
depending on the in btw frames blending algorithm of the softwares, blending the diff exposures beforehand might not work that well