For HDR, it’s generally better to keep the aperture fixed and vary the shutter speed.

Changing aperture between bracketed shots can alter depth of field and sometimes the look of out-of-focus areas, which makes the images harder to align and merge cleanly. Keeping aperture constant helps each frame match more closely except for brightness.

A tripod is recommended so framing stays consistent, and it also helps because some bracketed exposures may use slower shutter speeds. It’s also a good idea to focus first, then switch autofocus off so focus does not change between shots.

Some software can compensate for small camera movement, but it cannot really fix differences caused by changing focus or depth of field.

So, for most HDR work: use aperture-priority style bracketing in the sense of locking aperture and letting shutter speed change.