Mecanim animation importing

So this seems like something extremely basic that I am actually having a hard time finding.
I typically animate in Blender, and I can quite figure out how exactly I should be exporting my fbx files. Mainly my question is: do I create all of the animations in one fbx file and export it as such, or do I create each animation in separate fbx files and import them separately? At this point I would prefer creating them in all separate files and importing them separately, but I don’t want to do that in case that isn’t how it works. Could anyone help me out a bit here? Thanks!

Have you tried this tutorial:

Blender Cookie - Exporting Characters from Blender to Unity

For what I know, the usual way is to include everything in one FBX.
Is there a specific reason why you wnat to have separate export files?

I create individual files for each clip of animation. All of the joints are baked out so that the animation that I want for the individual clip is the only animation in that file. There are a few reasons for this. One is that unity takes a bit to save out your animated files. For each frame of animation it adds a bit of time. If you have all of the animation for everything your character does in a single file and your are just clipping that file then you end up with long save times every time you make a change. If files are divided up then it speeds the save up. Then of course if you have a flaw in one of those animations you don’t have to go back to the original scene file and rebuild it, re-export and then recreate all of your animations. You just have to do it for that one.

Hope that helps.