Separate Key and Certificate vs RSA Certificate & Key

There's no big difference, only the number of configuration objects varies. If you do the second option, the certificate you import will be automatically named the same as your key object. Since name overlaps, a merged object will be created. I prefer to keep a matching certificate and private key in one configuration object (RSA Certificate & Key).

You can achieve the same merged object solution if you import certificate and key separately, but with the exact same object name. If there's any difference in naming, you will end up with two objects instead.