They're making one ladder and climbing down it? *I* would probably say that's a single roll, mostly in the interest of keeping things moving. But if you want more tension and peril for your players, then individual rolls are fine too!
It all depends a bit on what sort of mood and atmosphere you're going for in your session.
The first session went well. Andre the Gambler (who learned what should not be known) has a broken arm and discloated shoulder from falling out of an iron tree while a flock of wire and bone birds attacked him, Pat the Gondolier (who crossed the river the wrong way) had his shadow devoured by shadow hounds and is now tissue thin, and Donna the Grave Robber (who stole the Queen's head) has been left behind on the platform as the last train rolls away into the darkness.
Next week they hope to find the One-Eyed Captain's Levaiathan and recover the Captain's eye in return for a clue to the Exile's Gate.
I'll post something about the deck-based generation system I'm using when it's all done.