Where I followed the installation manual, which specified colors for specific wires, I'd label just the bundle at each end. I allowed for room between the label and the connector so that I could remove a single connector without disturbing the label.
If the bundle did not contain standard wiring, I'd label each wire at both ends, but far enough from the ends that the label didn't interfere with the crimper. The labels were spaced irregularly so that I didn't have a stack-up of labels all in one spot. In addition, I'd use a separate label for the bundle.
Dave