I have found Dan's OCW system to be the most efficiently-reliable method of working up loads. I've used it for years, and it works.
Whether I buy 1, 2, or 3 bullets at a time, or one vs multiple powders at a time, has more to do with whether I have cheap and easy local access or not. All one really _needs_ is one bullet + one powder. The OCW method will shortly tell you how well you can make that combo work. If you have more bullet or powder options on-hand for testing after that, great! If not, you still know what your original combo will do.
As to seating depth, I have a couple things to share:
1) Maximum pressure in a high power center fire rifle will essentially always occurs when you seat long enough to touch or jam the lands. Pressure will come back up if you seat REALLY short, but not usually within 'normal' seating depth ranges. Because of this, some advocate to start load testing with bullets touching the lands. This way when you find max pressure, seating depth changes will only lower pressure, not raise it. I don't generally develop this way, but the underlying reasoning has merit.
2) The shape of your groups usually tells you which way to adjust seating depth. Aussie Gun Writer explains well, here:
http://www.24hourcampfire.com/ubbthread ... ost4319872
The only other caution I have for you is to be careful of 'pressure signs.' Often they're all we have, but often they're caused by things other than pressure; it's tough to know without pressure testing equipment. My Pressure Trace and I have not been able to reveal 'pressure signs' that resulted from actual excess pressure in any situation yet until chamber pressures exceeded around 70,000 psi or so.
Have fun, be safe.