Should this be done? Probably not as a matter of course.
The reason is, evaluating single factors via EFA or CFA can help build the case for variables having a common, underlying source/influence (convergent validity). However, isolating just the one factor at a time restricts your ability to draw inferences about discriminant validity (e.g., that "Factor A" and "Factor B" are two genuinely different constructs). As well, your ability to speak of the overall structure of the full set of variables is constrained.
Can you find articles wherein folks have done this? I've no doubt that one can.
One way to identify articles that use exploratory factor analysis (EFA) factor by factor is to observe whether they report the results of the Bartlett's test of sphericity for each factor. Barlett's test reports whether there is a possible factor solution for the entire set of variables being analysed; if researchers report a p-value and/or statistic for this test for each factor, it means that the EFA was necessarily performed on a factor-by-factor basis.
As complementary information, EFA is not useful as a preliminary step to scales that have already been validated in the literature, and clearly performing it on a factor-by-factor basis goes against the main aims of EFA.
However, I believe that the use of EFA on a factor-by-factor basis is a much more widespread practice than we might think.
Moyano-Fuentes, J., Maqueira-Marín, J.M., Martínez-Jurado, P.J. and Sacristán-Díaz, M. (2021), "Extending lean management along the supply chain: impact on efficiency", Journal of Manufacturing Technology Management, Vol. 32 No. 1, pp. 63-84. https://doi.org/10.1108/JMTM-10-2019-0388
I have even found some CFA factor-by-factor examples:
Tortorella, G. L., Giglio, R., & van Dun, D. H. (2019). Industry 4.0 adoption as a moderator of the impact of lean production practices on operational performance improvement. International Journal of Operations & Production Management, 39(6/7/8), 860–886. doi:10.1108/ijopm-01-2019-0005