You can use the same Docs for each application. They just photocopy them and return them to you.
Once you have gathered all the docs, just keep them somewhere safe in a special folder so you don't have to go looking for them each time.
Get mortgage approval from someone, before you go making offers on houses!
Even if you end up not using the Bank you have gotten approval from, at least you know you how much you can afford to spend and you have gathered all the documents you need (which is a job in itself sometimes).
I found going direct to Banks much more straightforward than when we bought our first house and used a Broker. (We applied for 2 mortgages in the past couple of years, but didn't actually buy anything yet).
I like to know what's going on, so hate having to use a third party, all that 'I'll ring them and call you back/they haven't returned my call yet' stuff really annoys me.
If you need a broker to try and get you more money than a bank will give you directly, then you are overstretching yourself financially - that'd be my opinion.