Just curious....why would you feel you needed to do that? 
One after another is fine. Your oven temp should be remaining stable (except for the opening/closing aspect, and that shouldn't take longer than a minute or two to get back up to the proper temp.)
Even better, get an over thermometer to read the proper temp before you put anything in the oven to bake.
Sometimes when I take baked goods out of the oven my "preheat" light will come on. Probably because when i opened up the door I let some of the yummy heat out. So I just wait for the light to go back off (usually just a few minutes) and then I put my next tray in. If I put my next tray in while the light is on they get overcooked or burnt on the bottom.
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