When I build and cover a plane I cover the wing and ailerons, stab and elevators using one piece of covering while the controls are assembled and hinged on the plane. The rudder not always, depends on the plane. By doing it one piece it covers the hinge gaps and makes clean up at the field easier. That's just how I cover. If you need to remove them and cover separately then by all means remove the controls. It's more a choice thing.