If the different colours each have more than 20 stitches, I complete the individual colours first. If the colours have a few stitches each, and very close to each other (almost like confetti), I use 2 needles, marking the threads with little tags. Completing 1 colour would mean leaving gaps on top, threads underneath. Threads underneath sometimes sit on holes, blocking smooth pull of the next thread.
Have attached a pic, hope it comes out ok.
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I love patterns that integrate different colors in it . I am also a start and stopper . I simply cannot stand having a bunch of floss hanging out of my work , so I complete a section first before moving onto the next color . It keeps the work neater for me . Its all a matter of personal preference, of course . :loveliness: