Just see what works best for you. On LR and RC, I bubble question by question. On LG, I do it game by game. I do it that way for games since I get in a mode for a game and just want to keep going, unlike, for instance, each LR question which is a question unto itself.
I also physically circle the answer in the exam book before I bubble. This way, when I'm checking over my answers, I can see what I chose as confirmation of whether or not I bubbled correctly.