Hello, Little Chandler. I've heard both versions in casual speech. I prefer "Of what?". Others might prefer "What of?". I suspect that most of those who comment on this subject will also prefer "Of what?".
so that the stress falls on "of" .
Placing the stress on "of" or just saying "of...?" is more gracious as it allows me time to realise that the bar tender is not telepathic but is being patient and polite.
"Of what?", with the stress on "what", sounds peremptory/impatient.