If you want to think of them as a collection, an album, master them as a group. It's much easier to get them all working together if you can jump around and compare. I load them all in one project, each song on its own track. I put a mastering limiter on the master bus and eqs on tracks as a starting point then go from there. The project will be a diagonal spread from the first song at the top-left to the last song at the bottom-right.
Step one is to get the basic levels sorted. At this point you're still working in -18dBFS average level mode so keep the limiter inactive. Use clip gain to get them all sounding pretty close to the right levels relative to each other. Step two is to make the tones work together using eq, readjusting clip gain as you go when needed. At about this point I'll start dealing with timing and head/tail fades, then any volume rides needed. Somewhere in here, if I think it's needed, I may do some subtle compression. Now it's a matter of refining these various steps in whatever order the project drives me.
Once things settle in I'll put the mastering limiter on and see what happens when I push it. Rarely, I'll put a mastering limiter at the end of a track's chain if that song needs something the main limiter isn't doing right. I don't put normal compression on the main bus because that needs to be tuned to each track. Pushing into the limiter may reveal things that send me back to the tracks to address things.
Beyond that I've got a couple of proprietary tricks with saturation and parallel compression that I may try, but I avoid that kind of thing until need drives me to it, doing as much as possible with track eq and bus limiting. And don't take the -18dBFS thing too literally, just get it in the ballpark and do the work by ear. Take frequent breaks and go outside. Listen to traffic, wind in the trees, kids playing in a park, anything real to keep your perspective. Same with references. I don't use them as specific targets so much as general bass/low-mid/mid/high-mid/high balance reminders.