I'd review the diagnostic questions, understand the book solutions, and consider how to scale down the complexity so you can understand the underlying models, eg probability, quadratics, primes, etc.

At that point try to scale it back up again. Only then, should you start working through the OG problems. If you start right in on them, you risk burning up the good material. Third party questions are often way off the mark, relying too much on hard math for its own sake, and losing the psychological elements of typical GMAT questions. Many student burn through the OG, and then when they need typical GMAT questions there is no place to turn, not really.

After you do pick up on the underlying models, i would do OG questions in sets of 5, for example. Work from a time budget you can handle, and turn the screws until you feel actual GMAT pressure.

Kind Regards,

Misterholmes

To answer your question:

It is better to answer several questions in a row (sets of 10 are good) and then to check the answers. You see, on test day you will not know if you have answered a question right or not - frankly, you will never know if you have answered correctly! So you need to get used to doing questions without knowing if you answered the previous questions correctly or not.