Multi Part Miniature project. Advice needed.

So I've been working on what is planned to be a fairly large multi-part model and Im in need to some advice as to how to proceed:
(captur 01 is the full build exploded into its component parts.

My question is can I print multiple closed meshes as one print and how do I do this? (Do I save them out as one mesh in one .obj (is there a better format to use for this task?), save them out as multiple .obj each with a single complete mesh in it? or something else?)

So far I've only printed single complete meshes.

You have three choices:
1) use sprues to connect the parts
2) use a cage to contain the parts
3) leave them separate

Your general goal is to create an item that can be picked up with human fingers, and there are known issues with each solution. Sprues have to be sliced off by the purchaser, cages add some cost to the model. If your item is a bunch of separate parts, you run the risk of parts getting lost during cleaning and packing. There have even been reported cases of such a model showing up with two left feet. <grin>

Sprue:

Cage:

It's funnier when you get models out of the cage.

I'm actually in the process of designing something like a model kit myself, I was planning on using a Sprue to cut down on costs and making sure everything is attached. Just think of it like any old model kit really.

You might also want to think about how many parts and how much posing/articulation you actually need, the fewer parts you have the less material a sprue will require and sometimes you can cut down on parts that you didn't even need for proper articulation posing.