Starting up new colonies and getting established to the point of "yeah I can handle all the raids thrown at me at this point" is when I move on to start a new colony with a new religion/race/theme. Actually going from "solidly established colony" to "you win!" credits is I think the weakest part of RimWorld, although I haven't tried being a nomad yet which has what sounds like a way more interesting path all the way through to the victory screen.
I vaguely know that's possible, but I don't venture out a lot honestly.
It's supposed to be a pretty solid way to play as you're never that worried about raids and are consistently hitting up ancient dangers for high-end gear.
It would be ok, but I don't like to assign them to jobs. Even with Dwarf Therapist.
Rimworld colonies (even large ones) tend to have less migrants than even a single DF migration wave, so it's manageable.
Rimworld is complex, but it always leaves me wanting more. Especially z-levels.