I'n not a turning expert but it seems to me that either Machining Processes or Templates are worth looking into, as is building a tool library that has your preferred speeds & feeds and then using this library when you program parts.
Are you making solid models of your parts before you program? I found working from sketches when turning difficult.
Keeping all the profiles in one Part can be done - just program each profile as a different SolidCAM job in the Job Tree. To output the code just right click the selected profille(s) and generate the G code. Might be a good idea to turn off auto-update in the simulation though otherwise you'll get all the previous profiles shown on the raw stock.