You are grasping at straws. You MAY getting filled at mid-market in any situation - or you MAY not. The market might move against you during the 15 seconds it take you to place your 2nd order - or it might move in your direction. You will not get "smashed".
One leg getting executed while the other leg still remains outstanding while the price of the leg that's still not closed moves against you
I have never heard that term before. And now that it has been defined I still do not consider it to be a risk at all. "leg risk" is a moot point. Just because a spread isn't filled simultaneously doesn't mean the 2nd leg will be filled at a worst price - it could just as easily be filled at a better price.
You do realize you are giving advice to a newbie. Why on earth would you recommend legging a spread.Bare minimum,if you are hell bent on legging,enter a spread order mid market first.. You clearly aren't trading stocks like TSLA in decent size.. More to the point,when a newbie,intermediate,idiot trader gets legged,the payoff is asymmetrical,and not favorably..