Frequently, an appliqué design will contain two or more appliqué objects. Each object can be assigned its own fabric. Where objects overlap, borders can be removed to avoid doubling-up. Generally you will want to stitch out appliqué elements together rather than object-by-object. For instance, it is more efficient to stitch out all placement lines, tack stitching, and cover stitching together. To achieve this you have a choice of breaking apart appliqué objects and resequencing elements as you wish, or allowing Hatch Embroidery to resequence elements for you.
That said, always take into consideration the fabric you are stitching on and the size of appliqué. While it is more efficient to stitch all elements together, if the design is large and the fabric tends to stretch, this technique may create too much pull-push effect. In these situations, you will want to complete each appliqué before moving to the next. This should be taken into consideration as part of your design plan before digitizing.