Is there a difference between setting a Cell or a Group of cells to be an Initialization Cell versus an Initialization Group versus doing both?
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InitializationGroup vs group of InitializationCells
If you create a new cell in an InitializationGroup it will automatically become an InitializationCell.
For the group of InitializationCells you will get a default one, which you can turn into another InitializationCell or not.
A set of InitializationCells vs one InitializationCell.
I can't find any difference in terms of initialization behavior. I'd say it's a matter of taste, for more than one cell you can use some styles to comment/group them for readability.
There are also some subtle differences when it comes to aborting (stop notebook evaluation when Assert fails etc. But nothing strictly related to initialization.