Some makeup artists apply their contour, bronzer, highlight and blush all at the same time and then blend. If all of these products are made of the same base, this could work for you, given that thrse products are typically applied in distinct locations on the face. In fact, this may even allow for more seamless blending. However, if some of your products are creams, others are powders, and others are liquids, simultaneously application and blending will be ineffective.
If you use powders for any of your contour, bronzer, highlight, or blush products, always apply them last. Powders lay on top of the skin, without actually blending into it. If you were to apply a cream or liquid blush, for example, on top of a powder, it would have a harder time blending in. It may just end up sitting on top of the powder, creating a patchy, or even cakey appearance. Plus, no one wants clown cheeks.