I think you should write seperate letters. If you just wrote one letter to all the people you were writting to it might seem like you were just after the autograph, and that you didn't really care about the person's work. You might be able to put them all in one big envelope so that you wouldn't have to pay as much postage though. I don't know if the post office would send it if there wasn't a name on the envelope though.
I would send separate letters, I just cant see an agent keeping track of whos on a list and telling the actors as they come in. when with separate letters, they can just put them in each persons mail pile
I would definitely recommend sending separate letters and SASE's for each person. Different celebrities may come in at different times to sign, so if you only have 1 SASE and letter it'll probably be disregarded altogether.
I've sent a number of requests for different people at the one agency (with separate SAE & IRC's) - it's cost me a fortune but it's probably the only way I'll get a response from the different individuals.
You really need to write seperate letters to each celeb
ICM in London are pretty good responders, but they will not generally pay the return postage - even for charity
You need to send an individual letter to each celeb (they each have their own personal manager at the agency) and be sure to send a postage paid envelope for their reply
I had a few back from ICM last year (where I had forgotten to include the return postage) and I got stung for the £1 fine on each plus the postage costs
I am sure there are exceptions that is why I said "generally", I am just glad you were lucky Ian McKellen is a great responder!