If I have a bunch of parts adjacent to one another in a row, is it better to
weld all the parts to the first part
or
weld each part to the next?

What about redundant welds? If you double weld for either of these operations will Roblox automatically ignore those for the physics or will they impact performance?
What about the general amount of welds? If you have more will it always me more costly?
The adjacent method would make three welds here. The singular shared part method two. How does this really compare?
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Anyway, thread.
Depends on your use cases. If you’re dependent on those welds (such as if you’re making a snake-like entity where all parts need to move according to the part in front of it), use the second option, otherwise you can go with the first one. Beyond dependence on welds, I do believe this has other implications such as determining what the root of an assembly is.
Double welds are ignored and pointless. A part that’s welded to another is treated as a rigid, anchored part in relative space. Has no performance impact worth concern. Same goes with the amount of welds you have. Obviously there’s still a cost but it’s highly negligible. A few thousand welds hurts nothing.