The housewrap overlaps the step flashings, and some manufacturers recommend taping it, some don't. Check into the what the manufacturer of the housewrap recommends.

J channel should be installed with a gap off the roof, if that is to unsightly for you a 1x6 and a z flashing can be installed to cover the gap, and facilitate future flashing replacements.

 

Right but since the j channel will be in the same place as the flashing against the side wall of the dormer do I just nail the J channel to the flashing?

 

You nail the j channel to the wall, I prefer not to nail it through the steps whenever possible, as that would be fastening the step flashing to both the wall and the roof.

I don't know what is standard where you live, but 3x3x8 step flashings are the norm here, leaving the 2" gap with the channel, brings then nailing line above the top of the step flashings.

 

You nail the j channel to the wall, I prefer not to nail it through the steps whenever possible, as that would be fastening the step flashing to both the wall and the roof.

I don't know what is standard where you live, but 3x3x8 step flashings are the norm here, leaving the 2" gap with the channel, brings then nailing line above the top of the step flashings.[/QUOT

So, do you only nail the flashing to the wall or the roof? If you nail the channel above the flashing then when you overlap the house wrap over the flashing won't it be exposed?