I had 3 bulbs on same wall switch. I’d set first up fine but when I set the 2nd up (toggling 3 times), the first would no longer respond. Solution was to unscrew each bulb prior to setting up the next.
We usually tell people to set them up in a single-socket lamp close to the router, then move them to your desired location.
Another idea is to just swap them out in a single socket, and then when finished setting them up, put them all in.