The mxsds are your source files. The runtime uses a compiled version of those source files. So the answer is exactly the same as it would be for Java or C. You should organise your source files ( mxsds ) for maintainability.
If you like having 35 messages in one mxsd, that's fine. If you don't, feel free to divide them up as much as you like - the runtime will not know or care.
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