I tend to do a mix. The overall consensus is that quantity is better, because extensive reading exposes you to more of the language in the long-run, but I also don’t like ambiguity very much sometimes, so I understand wanting to take the deeper reading approach. Early on, I definitely checked almost everything. It’s slow and time-consuming, but the fact that when you first read, it’s more deciphering and not actually reading, means that it felt necessary to me, to get any sort of understanding.
Now my strategy is I tend to read an entire chapter once, without looking anything up unless I absolutely have zero clue what’s happening. I bookmark/highlight anything that I had to guess from context, or that I feel merits a closer look, and then do a second pass of the chapter, looking up the things I was unsure about it. Obviously, this only works if you have the time to dedicate to it, though, and it isn’t what you should do when you first start.
The vocabulary sheet is in the Volume 1 home thread. That does remind me that I should add Volume 1 properly to the offshoot thread. I just linked to it without adding all of the other stuff (since it was made after the first volume was finished, I didn’t think about it at the time).