Should I transfer every DCA buy to Ledger or move in bulk later?

I’ve started DCA’ing into BTC again and could use some advice on using my Ledger. Over the last cycle, I invested about $600 when BTC was around $35–40k, stopped buying when it dropped to $20k, and eventually sold for around $1,500 during this year bull run. Now I’m accumulating again from the beginning of this cycle, but my portfolio is still under $1k. The thing is, I keep feeling anxious leaving it on the exchange wallet. Should I be moving every purchase straight to my Ledger, even if it’s a small amount, or is it better to let it build up on the exchange and transfer in bulk later?