Hi,
I would create a single transport order in this case. This simplifies the administration and ensures that once the single order is move to your Quality system and the corresponding test is done and approved, the configuration is move to your Production environment. This way there is no risk in having missing objects.
I would create separate order for example if I know in advance that one of the objects could take more time to be tested and approved, so you will not want to put on hold the final transporting process of all the objects (just for one of them).
Kind Regards,
Mariano