Generally speaking the game is backwards compatible up to version 0.4.0 if I recall correctly. There is no point in using intermediate versions.
That being said, there are a lot of data corruption bugs that the game's the migration mechanism doesn't fix during migration, mostly because of risk for breaking correct data. So provided your save doesn't have any data corruption from a bug, you should be able to just copy&paste your save/ folder into a newer version and continue playing without issues.