Dondrup Shugden,
Though we regard Dorje Shugden as the embodiment of our Guru, Yidam, and Protector, and even though we recognize Dorje Shugden as Yamantaka and the Guhyasamaja body mandala, I have never heard of him being relied upon as an actual Yidam in practice via generation and completion stage. If you have been given instructions on self-generation as Dorje Shugden, I'm sure many people here would be interested to know such a thing exists.
Otherwise, though we regard him as embodying the 3, it is that functioning as a Dharmapala, he is to be viewed as our Guru and Yidam appearing as a Protector. If we don't have a Yidam, he will make arrangements for us to meet our Yidam. Then, we can practice the generation and completion stage yoga of the Guru-Deity, and when relying on the Protector, we understand his real nature as that of our Guru-Deity, and in this way this view itself enables Dorje Shugden to help us realize mahamudra and protect that realization through stabilization.
But if you know of this Protector as an actual Yidam prwctice, please let us know!
As for too many practices, in one sense it doesn't matter what we choose to practice because it all contributes to the final realization, so we should simply practice what we're guided to by the outer and inner Guru. That said, it is very useful to practice condensed meditation on Lamrim, lojong, and secret mantra via Lama Chopa or condensed prayers of the stages of the path, with special concentration on particular trainings we're moved to emphasize.
If we sow all the seeds together, they will also ripen and grow together.