Many newer airplanes have auto icing detection systems that automatically turn on engine anti-ice, and it does the same thing to all engines at the same time. Hasn't been an issue.
One thing you need to watch out for with manual anti-ice - if you don't turn it on 'right away' and allow ice accumulation on the inlet, turning anti-ice on can result in a sudden large ice shed that can cause problems. For that scenario, I'd still recommend the 'one engine at a time' to make sure you're not making things worse...