Personalized facial expression recognition (FER) involves adapting a machine learning model using samples from labeled sources and unlabeled target domains. Given the challenges of recognizing subtle expressions with considerable interpersonal variability, state-of-the-art unsupervised domain adaptation (UDA) methods focus on the multi-source UDA (MSDA) setting, where each domain corresponds to a specific subject, and improve model accuracy and robustness. However, when adapting to a specific target, the diverse nature of multiple source domains translates to a large shift between source and target data. State-of-the-art MSDA methods for FER address this domain shift by considering all the sources to adapt to the target representations. Nevertheless, adapting to a target subject presents significant challenges due to large distributional differences between source and target domains, often resulting in negative transfer. In addition, integrating all sources simultaneously increases computational costs and causes misalignment with the target. To address these issues, we propose a progressive MSDA approach that gradually introduces information from subjects based on their similarity to the target subject. This will ensure that only the most relevant sources from the target are selected, which helps avoid the negative transfer caused by dissimilar sources. We first exploit the closest sources to reduce the distribution shift with the target and then move towards the furthest while only considering the most relevant sources based on the predetermined threshold. Furthermore, to mitigate catastrophic forgetting caused by the incremental introduction of source subjects, we implemented a density-based memory mechanism that preserves the most relevant historical source samples for adaptation. Our experiments show the effectiveness of our proposed method on pain datasets: Biovid and UNBC-McMaster.