A general rule of thumb that I use is to never set the depth of cut deeper than the diameter of the router bit.
Sure, this means you may have to go over it twice with the finer bits but better that than bust a bit halfway through a job....
This is also a another reason to cut the centre out first with the larger diameter bit. You can set this one to the correct depth.
When you get close to the edge on intricate designs it is much easier to setup the finer bits as the final depth is already set.