I am a little mix of both here ha ha I try to work on only one at a time and get it finished - - but there are also times when a get a new project idea in my head and I can't wait to start on it. So then I will be working on a couple at at time. There are also times when I sort of get tired of the project that I am working on (especially the big projects) so I have a second one to go to and get a break......
do whatever you want to do there is no really wrong way