Yes, you should use a single transport for receiving all Consumers. That way the bandwidth estimator of mediasoup will work better than if there are N transports (so each of one would have a bandwidth estimator competing with the others).
BTW we’ll release soon a new version of mediasoup with transport-cc support, which will improve dramatically how mediasoup estimates the downlink bandwidth estimation of each receiver. So yes, use a single transport for receiving all Consumers.