There can be thousands of files in an ePub (e.g.
1001 Nights). It may cause some apps to slow down or use more resources (or maybe the opposite), but no Pratchett book will be that extreme.
However, an undesired effect of splitting the book in chapters is that you'll (probably) get a page breaks at every chapter. I'm not sure Pratchett would have liked that (perhaps it was only the publisher who decided not to have page breaks in order to save paper). So at the end I decided to ignore filesizes and put the whole book's text in a single "Text.xhtml" file. At least KOReader handles these large files alright.
One thing you may have noticed (depending on which "edition" you're reading) is that some scene breaks are just plain spacing, while others have a star, a row of asterisks or something else. This is just a direct translation of the print version without any understanding of the meaning. There is no (semantic) difference between these two types of scene breaks. In print they're all initially just spacing, but when they fall exactly at a page boundary, an asterisk is printed to make it explicit, as otherwise it would be almost invisible. In an ebook, there's no way (without javascript) of having this effect, so I opted for having an asterisk at every scene break.