painting one piece at a time?

He's just trying to epoxy primer one piece at a time, which is perfectly fine. You can high build and seal one piece at a time as well and it's not going to matter.

People do it with solid base coats all the time with no problem. In fact it may be better to do it that way if you don't have an 80gal compressor with a top notch filtration system. Even with a 60gallon and an average filtration system, you could still potentially overpower your filters with moisture and get it in your paint if you tried painting an entire car at once. It can be a roll of the dice in some cases and an expensive one at that.