Should I be giving Allergens to baby? Confused on BLW

I’ve heard that you should give baby allergens that it’s important in the beginning and that you should give 3 or more foods at once with BLW?

But my doctor told me ONE food at a time ONCE a week to rule out possible allergies?

I’m confused now...

What is the reason for giving more than one food at a time? What if baby is allergic to one and I don’t know which one because I gave more than one? What is the reason why allergens foods are crucial?