One at a time, yes, I used to use SilverEFX followed by their sharpener quite often. But they're different layers, create the first layer, then load that into the next filter.
That's not a big deal for PS as you can store the layers into one PS document, or merge layers to one if you like. With LR, that would mean saving a TIFF output from the first filter, then loading that TIFF into the next filter to create another TIFF, which is now creating extra documents in your folder (thankfully, LR will number them as being 3 instance of the same image).
Same difference I suppose, but if you use PS, it just seems more tidy to me. Of course, this is all Adobe experience--I don't know about C1.
Chris