Its a single player game, most of the time, so play as you will, but the game aint that harsh as is so .... unless you are world hopping to transfer ores/bars why bother ?
I can make a home world, a adventure world, a boss kill world.., yeah we can do this, but that just makes its too easy.
You can do it, and if that is fun for you ... go for it. I make a world to ore/ignot hop at most.