Hey Dharma Defender, defending the many practices!
Salute!
Yes, it's extra special that Dorje Shugden is all Guru, Yidam and Protector by the nature of his emanation.
Actually, this can also be said of all enlightened Dharma protectors, whose minds are able to manifest in any form to benefit us - as teachers, as yidams and as Dharma protectors.
It is explained something like this:
There is no difference from the side of the Buddhas i.e. between Dorje Shugden as lama / yidam / Dharma protector. The difference is in the way the practices / sadhanas / meditations are presented and done by us, the practitioners. The presentation of the prayers / meditations will evoke different things and bring about different results in our mindstream and karmically too. e.g. yidam practices focus more on mind transformation, dharma protector practices focus on aspects such as confessions / making serkym offerings which help us to remove obstacles.
This is why our teacher will usually recommend that we have one yidam and one dharma protector, as the functions differ slightly and complement each other. Then of course, we have our Guru devotion practices, which is directly in relation to our teacher.
But, yes I also agree with you that we do not need to have so many practices, unless a teacher recommends us to do so (which means that the teacher will see that we need it and it will somehow be of benefit to us). It is not recommended that people go around "collecting" practices, like they go for several initiations and end up with everything. At our stage, if we pick and choose and collect all these practices, it can just make us more confused or become too overwhelming, and we risk quitting everything. The best way is to follow what our teachers have recommended - if our teacher gives us only one practice, we stick with that. If our Guru recommends several practices, trust there is a reason for that too and that he knows we are ready to be able to handle many practices simultaneously. Perhaps we need it for a future time or to develop a particular aspect within us... there are many reasons.
Rule of thumb - just follow what your teachers advise you, they know you best!