Typically, the "jig" as you reference is used for tacking the frame together, then the full brazing/welding is done in a free state to allow for heat related expansion/contraction.

Regarding brazing all the BB junction joints in the same operation, I don't see any reason not to.

Personally, as someone without a full frame jig/fixture, I do one joint at a time, with alignment steps after each. This way I can avoid a massively misaligned frame after everything is joined together.