Short answer. Separately. Section 19 of Rule 39 says that when the sale is of real property consisting of several known lots, they must be sold separately. Once enough property has been sold to satisfy the execution, no more may be sold, and any excess goes back to the judgment obligor.
What the law says
When the sale is of real property, consisting of several known lots, they must be sold separately; or, when a portion of such real property is claimed by a third person, he may require it to be sold separately.
Rule 39, Section 19 — How property sold on execution; who may direct manner and order of sale. Read the full provision →
What the law says
After sufficient property has been sold to satisfy the execution, no more shall be sold and any excess property or proceeds of the sale shall be promptly delivered to the judgment obligor or his authorized representative, unless otherwise directed by the judgment or order of the court.
Rule 39, Section 19 — How property sold on execution; who may direct manner and order of sale. Read the full provision →
The rule for several known lots, stated directly
Section 19 answers your question in its own terms: When the sale is of real property, consisting of several known lots, they must be sold separately; or, when a portion of such real property is claimed by a third person, he may require it to be sold separately. Selling the lots separately is the rule, not a matter left to the sheriff's discretion, when the property genuinely consists of several known, distinct lots.
Why the sale stops once the debt is satisfied
Selling separately connects to another rule in the same section: After sufficient property has been sold to satisfy the execution, no more shall be sold and any excess property or proceeds of the sale shall be promptly delivered to the judgment obligor or his authorized representative, unless otherwise directed by the judgment or order of the court. Selling lot by lot lets the sale stop as soon as enough has been raised, rather than selling everything at once regardless of whether it was needed.
Who else can influence the order of sale
Section 19 also gives you, as the judgment obligor, a role if you are present at the sale: you may direct the order in which several known lots are sold, when they can be sold to advantage separately. A third person claiming a portion of the property may likewise require that portion to be sold separately, protecting their specific interest from being bundled into a sale of the whole.
Why this protects you as the property owner
Selling lots separately, and stopping once enough has been raised, keeps the sheriff from selling more of your land than the judgment actually requires. If the first lot or two sold at auction satisfies the execution, the remaining lots are not put up for sale at all, leaving you with whatever property was not needed to cover the debt owed.