How do I choose which breaker breaks first?
Fastest way to make the shed breaker trip first is downgrade it to 10A. 

Also you have a subpanel now, make sure you configure the neutrals and grounds to code. 

I can't help noticing that 5 kva transformers (240/480 jumpable, to 120-240 split phase) are regularly available on the used market.  That could provide very safe 3600w (30A) over the existing 14ga. to the shed's panel, which would become a main panel with its own ground rod, solving any code issues with neutrals/grounds and helping with phase balance. You'd want a pro electrician to install or at least bless that setup.