You should check out the design commentary on YouTube. There's a bit that discusses the use of Approaches and it does not just have to be one Approach per challenge/quest. I think that's a decision/discussion for the GM and players to decide. But challenges can be multi-part challenges. I could imagine, as an example, one of the first challenges like "A group of people are camped nearby, no friends of the order" could be broken up into lots of different optional parts. Find the group, find the leader of the group, gain their trust, get them to do something (help, leave, defend).
I think the goal is for the GM to find opportunities to make the Knights use Approaches as often as possible to tire them out, or say no and take the cost/complications. I think this will be the trickiest (and most fun) part of GMing this game is to figure out that balance.