Each way has its own positive points, individual tanks are good to help contain issues like diseases or other issues like that. But larger bodies of water are more stable and things happen slower than in smaller bodies of water so having mesh to allow water to pass though can be a great thing. It’s really going to come down to what suits you and your space better?
Heating, I have no idea I didn’t heat my tanks until I got my chiller/ heater and is run though the sump so that’s no help to you.
Cherries will be fine with an inert substrate.
Filtration depends of stocking capacity but sponges should be fine.
The size pump depends on how many sponges or stone it will need to run. So work that out and go from there.
Tank size depending on if you go with Nano style tanks or one bigger tank divided but I’ve had success with tanks as small as 35L
All moss do well in low light, bucephalanra, anubias, crypts can also do well in low light tanks
At the end of the day it comes down to you, your budget and available space.