How to use modular geometry

I have been doing some research on modular geometry (I’m new to level design) and there is something that I can’t put my finger on, I have my blocks designed on blender and I’m not sure if I should import the blocks and do the actual ‘building’ of the level in unity (which would result in having a billion game objects on the scene) or build the level in blender and import just a few big blocks? (you know, instead of importing a wall, import a whole building).
What’s the right (or best) way to do it?

Not sure if you ever got an answer somewhere else but I do all of my hooking together and building in engine. This way in your blender scene you can update one pillar and it will change all of the pillars in unity. I used to show my class how to block a scene out with simple shapes, then i would replace the objects in max with complicated geometry (that has the same pivot/name/ overall shape) and it would update the scene in unity

HOPE THAT HELPS