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My question is on the next steps... Should I start a new project and just import those individual videos or should I create a separate project for each video, then create a new project and import those six projects?
Thanks for your help
Since you have already created the separate videos, you don't need to make separate projects for each video unless you want it to be more complicated for your learning experience along with trial and error if you have the time.
You can choose a menu and then import all those separate videos and then save it as a project. That is the easy way.
You can put the first video on the timeline, choose a menu, and import all the other videos, and save it as a project too. This also works.