I would want to share an Onshape FeatureScript that allows to extrude adjacent shapes in a sketch.
I have only tried it with rectangles but from it seems, it works really well. This featurescript can help you design frames in one piece to make subsequent changes easier. I was also able to add new parts to the sketch and extrude them later like you would with the built in extrude feature.
Link to the original discussion where I found this featurescript: https://forum.onshape.com/discussion/7253/extrude-separate-adjacent-shapes
P.S. I am not really sure if this is well known or how well this works. I just happened to see some inquiries here on CD about it.