In sqlite you don't have network latency, so it does not really matter performance wise to issue many small requests toward the engine. For more reference about that you can read this page from the official documentation: https://www.sqlite.org/np1queryprob.html
But in write mode (insert or update), each individual query will have to pay the cost of an implicit transaction. To avoid that you need to gather your insert queries in an explicit transaction. Depending of your programming language, how you do that may vary. Here is a code sample on how to do that in go. I've simplified error code management, to have a better view of the gist.
tx, _ := db.Begin()
for _, item := range items {
tx.Exec(`INSERT INTO testtable (col1, col2) VALUES (?, ?)`, item.Field1, item.Field2)
}
tx.Commit()
If you detect an error in your loop instead calling tx.Commit()
you need to call tx.Rollback()
in order to cancel all previous writes to your database so that the final state is as if no insert query has been issued at all.