[KevinH]

You can use the built in CodeView spell check while typing (red squiggley underline) to check words in the main language of the epub file by file. But there is no way to limit the standalone spellcheck dialog to just one file without literally removing all others and using Add Existing... to add them back one file at a time.

If your language is supported by PageEdit spellchecking, you could use its spellcheck on one file at a time.

What is the use case that requires file by file spellchecking?

Many times the same words are misspelled in multiple files meaning that doing the spellcheck file by file would require fixing the same mistake multiple times. That would be very inefficient.