Hmm, maybe multiPick and sort by renderGroup & distance from camera ? Edit
Never used multiPick, looks like it just picks sphere1 multiple times, or rather picks multiple times at same distance
The picker will use only geometrical data and thus completely ignore the layers.
I think @aWeirdo idea is probably the best here. With multiPick you should be able to get all meshes and then be able to sort by renderingGroupId