Baby Shower Etiquette

Audrey
Our shower isn't for another 6 weeks but gifts are trickling in from our guests. They were given registry information on the invitation.
Is it proper etiquette to send thank you notes relative to when the gift is received, or waiting until after the shower and sending thank you notes all at once??
Not sure what to do?! And don't want to drag out this awkward feeling until the shower with repeated verbal thank you's only :(
Help!