The best strategy when performing convergence tests is to directly converge the quantity you are interested in. This "quantity" can be a straight-forward physical property, like the band gap of a material, or a composite (for lack of a better word) property. In your case, you are interested in comparing the electronic density of states (DOS) between two compounds, so my suggestion would be to build a relevant composite property.
Here is a naïve proposal for your case. Let $g_A(E)$ and $g_B(E)$ be the densities of states of the two compounds you are comparing, and let $(E_1,E_2)$ be the energy range over which you want to compare the densities of states. Then I can define a quantity $\Delta$ that measures the difference between the two densities of states, for example as:
$$
\Delta=\frac{1}{E_2-E_1}\int_{E_1}^{E_2} \sqrt{\left[g_A(E)-g_B(E)\right]^2} dE.
$$
My suggestion would be to converge $\Delta$ with respect to the relevant parameters. If you individually converge $g_A$ and $g_B$, then their difference should also be converged, but converging $\Delta$ instead may provide important computational gains because there may be some "cancellation of errors" in the convergence of the difference between $g_A$ and $g_B$, which is what you are really interested in.
As to the parameters you should converge, I agree that $\mathbf{k}$-points (both for the self-consistent and non-self-consistent parts of the calculation), energy cut-off, and smearing width are important. Depending on what you want to achieve with the comparison, it may also be important to play around with the limits $(E_1,E_2)$ in an expression like the one for $\Delta$ above.