You can put all the names into a single certificate. The main advantage would be that old (think XP or Android 2.x) clients don’t know how to ask for the right certificate. If there’s only one certificate they’ll get the right one anyway.
But yes getting individual certificates is fine, and would especially make sense if you’d rather visitors to one site can’t stumble into the names of the other sites. I suspect that’s not your scenario though. Beware of Rate Limits if you will ask for many certificates in the same domain.
And no, you don’t need any special parameters. You can use one named --expand to replace your existing certificate with one that has more names if that’s what you end up deciding to do. I think there are good examples of how expand works in the docs.