I’m a new user and I learned the hard way not to try and learn every new unlock at once after I tried to do too many level-2 kanji and promptly forgot half the readings, I was just curious how other experienced or new users on this site pace themselves!
At least all the radicals, but if I have time I do them all 
Not not for everyone, since it means you’ll also get the reviews all at the same time, most people like to spread them out over a few days.
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It totally depends on how fast you want to progress (how much time you can devote), and how much you feel you can retain (how comfortable you are with getting reviews wrong).
I’ve settled on 8 lessons per day (quite slow, I average about 24 days per level), though I’ve seen people on the forums say they do as little as 2 lessons per day, while others say they do them all at once.
Radicals are easier to rememer, so I do them all in one shot. I also do somewhere between 5-20 kanji depending on how much vocabulary I’ve unlocked for the previous level.
Typically when you unlock a new level (assuming you’re not using a reorder script), vocab from the last level will come up in your lessons first: I will do up to 15-20 of those at once, depending on other factors like time and my current apprentice count. I’ll do all the radicals in one session (after I get through the vocab), but for kanji, I tend to go a little slower, ~10 or at most 15 at a time.
In the early levels, I did all my new lessons at once, but I came to regret that when those started coming up for master and enlightened reviews (on top of all the newer stuff in apprentice and guru). It was just a lot of reviews, and it felt overwhelming. For that reason, I would not recommend doing all your new lessons at once. However, with that said, there are people who do it, so 
it kind of depends on you and how much time you want to devote to WK each day.
Lessons are scary, so I generally don’t do more than 15 at once.
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I always do the radical lessons the instant I level up, and usually all available kanji lessons that same day. Then I usually do 15~20 vocab lessons each morning, or more if that’s not enough to do them all in time.
You can install a user script really easily that brings the radicals to the front, so I typically do all the radicals on level-up day, no matter what else is waiting for me in there.
A lot of people in here saying not to do all the lessons at once because then you’ll get the reviews at once, but that’s not necessarily true if you get a bunch WRONG (which is what I would do if I tried to fit more than 20 things in my brain).
I do all the lessons at once - since I am impatient und curious to see what comes.
For me…
On Level Up:
- 10 - 25 vocab remaining from last level
- If I reach the new radicals, all the new radicals
- If I reached the radicals, 10ish Kanji
Generally I just try to reach the radicals asap so I can get started quickly.
Like many people I did all of them at once during the early lessons, but now I am not as excited as I used to be and I would prefer I retain what I learned instead of get half of them wrong during the reviews.
Now I start by doing under 15 a day. Mostly Vocab words, because those are easier for myself, and what I will be seeing when I read in Japanese.
I personally don’t care how long a level takes anymore. About 10 times a year I get too busy to study Japanese, and I hate coming back to 200 reviews.
I’ll usually do all the radicals at once and about 10-15 at a time if it’s kanji/vocabulary.
I do between 10 and 15 lessons per hour after I level up. That means I might learn all of the lessons in one day or two. But spreading them by hour makes them stick better, as you learn by chunks. (I also have a lot of time to do the lessons/reviews, and I want to learn quickly).
I use the Reorder Script to knock my radicals and some, if not all, of my current level kanji, out as soon as I can. Then I have the next couple days to catch up on the vocab. With the exception of radicals, I tend to stick to 20-ish lessons a day.
- Reorder script to put radicals first.
- All radicals first.
- If I’ve got time, I’ll do around 20 vocab.
- If I have the right environment around me to focus and learn better, I’ll do 10 kanji + 15 to 20 vocab
- The rest of the lessons are spread throughout other days. (around 15 to 20 every morning).
Phase 1
- Reorder radicals and that levels kanji first
- Make sure to get radicals always correct and some of the kanji with them as well to ensure max level speed. Some kanji are necessary to get right so that automatically unlocked vocab with second phase kanji. Others can be missed and will be missed repeatedly to get better at them
- Do about an average of 20 vocabulary a day
Phase 2
- Reorder so level sensitive kanji are forefront
- No longer allowed to miss first batch kanji
- Continue 20 vocab a day
- Level up and repeat
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I usually level up in the morning before I go to work, so I do the radicals as soon as I level up and then review though out the day. Then in the evening I do the kanji so I can review it once before I go to bed and (hopefully if I got them all completely right) I’ll review them when I get up before going to work.
I usually do it all once. Later then on the first day of next 2-3 reviews I often can remember just like 50-60% 
But it seems okay for me because on the second day I usually improve my memory to 80-100% of the reviews and rarely forget it again. Maybe making mistakes 2-3 times make me can remember better 
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I do all of my lessons at once, BUT I have some prior knowledge of Japanese so sometimes I know a character already. But, if I can’t do them all (tired, no time, etc.) I do at least kanji + radicals.