A gentle reminder to Save (Ctrl + S) and perform incremental saves is in order. Hopefully, frequently saving is a habit at this point.
Building the parts like this is good for getting proportions and alignment correct, but is not appropriate for printing. Each part will be prepared for printing individually using a new view mode called Local, accessed from the View | View Global/Local menu options at the bottom of the 3D View panel or by using the slash on the number pad (Numpad /).
The only object visible will be the PrintHead that was the last object selected. This is different than hiding all other objects. This ...