Doing it individually has been, mildly irksome, but I can see the point in it...
My main issue is that I haven't figured out how to have the other party members 'Hold' themselves in X location, while I have the last party member go forward. Only way I've found is having the party member I want to go forward to go into Hide/Stealth and then click them forward where ever I want them to be.
For the character you want to move, go to their portrait in the lower left hand corner of the screen and drag it upward to separate them from the party. In this way you can sneak them forward without the rest of the party following them.
You can actually do this for all party members to control all their movements separately, or make different subgroups (2+2/3+1 etc etc)
It's really useful for setting up sneak attack ambushes from multiple advantageous positions.