I sometimes fit saddles this way if requested. It takes a little longer but not very much so. My fretless bass design has individual saddles for each string bearing onto a PUTW 27 which works perfectly. As Ned says it is also quite easy to get a perfectly flat surface on the base of the saddle to bed onto a piezo strip with little loss in tome over separate saddles. Murray is correct in saying the saddle should be a snug fit, otherwise it will rotate and give an incorrect string break angle over the saddle.

Peace

moo