I've always done individual lashings, but considering that none of them has ever failed, it's probably not necessary. I wrap my fingers in in medical/hockey/climber's tape to protect them while lashing. Also, most of the tension in the lashing comes from the over-wrapping/knotting process, which doesn't require a huge amount of tension while pulling. It's more a matter of protection from cuts due to pulling a narrow thread across your skin repeatedly.