Best progression?

I know the game is essentially split into 3 acts, but I wanna know other people's tips/ go to for the game!

Is it best to do each act at a time? Eg. Cai part 1, Theodore part 1 or is there more merit playing Cai Part 1 & 2 and then moving on!

I am still in part 1 and want to maximise my game play and learning character lore! Curious to what other people have done!