One more bit of advice, avoid Save Position, it saves the position of all components at that point so creates a lot of information. you should be able to create an assembly like this without any save positions, use joints. Most if not all of your save positions can be deleted as you've actually added joints after the save position. So most of your save position are doing nothing but wasting resources!
You don't necessarily need to create all components in separate files but it's a good idea to keep all features for a component as sequential as possible.
Here a timeline from one of my designs. Note I create a component ground it or add a joint then create all of its features. Sometimes you have to use cross references that mean you end up with features of one component overlapping features for another in the timeline, just try and keep them to a minimum. Also make sure everything is constrained, use a joint or ground all components and make sure all sketches are fully constrained, red pin in the browser.
Mark
Mark Hughes
Owner, Hughes Tooling
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