Our advice
Multiproject approach

If you frequently work with the same project files and do not want to group them into a single large project, we recommend creating a workspace that contains individual project files, each opened in its own window.

When you open the files, since you save them as a workspace, MS Project saves the files and their current settings in a single workspace file.

Then, when you open the workspace file, you open all the included files at the same time. Each project has its own button in the taskbar, making it easy to switch between projects.

To create a workspace, select or open the project files, then choose File > Save Workspace.