you will need to use the power off method to update the firmware.
This is described quite well here...
http://open-txu.org/home/undergraduate-courses/
Make sure to back up the "models and settings" (aka eeprom) and the existing firmware before you change anything.
The important thing with Companion is to make sure to set the Radio Type in Settings->Settings...[Radio Profile] to match your radio and in particular,
the X9D is different from X9D+. You also set the build options there before you download the firmware from OpenTX to your PC using File->Download... All unchecked is a reasonable default for most. You always chose differently and do it again if you find you need something. In 2.2 there are less options for the Taranis models so it is less error prone that it was in previous releases.
If you don't care about the models you can upgrade directly to OpenTX 2.2.2 If you do care about them then it is easiest to upgrade them using Companion. Just loading the backup should do it. Then you should be able to write the updated model file (originally .eepe, changed to .otx in 2.2) to your updated radio.
Note the upgrade just takes care of the format. You will have to fix up the various breaking changes. Briefly, for 2.1 telemetry has to be reprogrammed and the SD card sounds replaced. For 2.2 the SD card content has to be replaced. Any Custom content has to be adapted.
If you want to upgrade the models on the radio you will have to upgrade it through each major version of OpenTX (2.0, 2.1, 2.2 ) to preserve them. This can be done but it is a major pain since you need to get each version of Companion to download the firmware...or get the firmware from elsewhere.