Definitely considered proper, and likewise for an uncle and his niece. In a family I am researching, an uncle married his niece, only five years younger, circa 1876. Their descendants, including one grandson who is still alive as well as many members of later generations, are flourishing.

It was also considered proper for first cousins to marry. My best friend as a child was the daughter of two first cousins. 

Judith Singer

Researching CHARNEY and variations in Lithuania and eastern Poland