So I guess you're saying it's better to do more damage in skirmishes than to have multiples, I'm guessing because Gollum can lose (and FP gets bonuses for that usually). Right?
If you can do more damage in multiple skirmishes, more power to you! More opportunities to trigger 
Promise Keeping. For my deck two skirmishes is about the limit before things become a bit overstretched.
To give an example: 
Threatening Guide is generally what I use to skirmish. Let's say against the first 3-vitality companion I remove a threat via 
Not This Time!, exert with 
Promise Keeping, and discard 3 via 
They Stole It to kill him. Threats are triggered, and then a threat is added by 
Threatening Guide. Next skirmish I repeat this process to score another kill against a 3-vitality companion. At this point I might have just 1-2 cards left in hand, which isn't enough for 
TSI. So unless Gollum can win using his strength or is assigned to someone exhausted, he'd most likely lose the third skirmish.
Basically since I'm running 
Hidden Even From Her anyway, either I can win the 
ADSS skirmish and the first regular skirmish (losing the fierce), or I can win the regular skirmish and the fierce. Maybe with everything set up and a few 
Slippery as Fishes in play I can win the third one, too. But with deck space as tight as it is, usually 
ADSS isn't a must-have for me.
To tag onto NBarden's post, you can get crazy mileage out of 
YaLaaT, especially in combination with 
Incited. Given the choice I think I'd max out 
YaLaaT first before using 
ADSS. Wound someone with 
YaLaaT, exert with 
Promise Keeping, then pull 
YaLaaT back with 
Incited to wound/exert again! Gollum's reach can extend far beyond just two skirmishes. 
