Powering an Arduino Pro Mini 5V and a 3.3V nRF24L01+ Transceiver from One Small Battery
6.4 -> 5V, then 5V -> 3.3V would be fine. 

You may also consider dropping 6.4 -> 5V with one regulator, and 6.4 -> 3.3V with a second one. 

The spec for the radio says 13mA, so
Power dissipated = 0.013A * (6.4-3.3) = 0.027 Watts,
which isn't much to worry about.

I can't think of anything to choose between the two approaches.

At these low-currents, you might even consider a DC-DC converter, stepping one battery up to 5V to drive the Arduino. Their are quite a lot of these around at modest cost for powering USB devices.

You might even feed one cell directly into the radio (maybe with a 3.6V zener protecting the radio).

I would be tempted to use a 3.3V Arduino and run it and the radio at 3.3V.