I've been trying to build my own 1955 proof set with coins certified by PCGS. I know, its not the same as the ones issued by the mint but this is the way I wanted to do it. I had a set with the original box years ago....anyway, I'm only missing the Lincoln cent....but not for long.
It is fun to build a set this way. It's also your collection so do what you want with it. Build it your way and don't let anyone tell you otherwise.
I have done the "one coin at a time" thing with the 1936 to 1942 sets, but I've had the 1950 to date sets in the mint holders for a long time. The exceptions are the 1950 and '53.
I've been looking at them but haven't decided which one I want yet. I'd like to stay between PR65 and PR67