I think a bit of both can be good.
Dial in your zero during sighters, then...
If the condition is holding pretty steady, then just hold off for small changes.
If you get a major change hold off.. at first
If that major change goes back to the condition earlier, you still have a zero.
If the major change holds... adjust the scope for it.
More important though is knowing how much to change. Most guys just kind of wing it and go by feel. The problem with that is you are learning on the fly and catching 3s while you get the feel.
You need to know how much to hold for a given wind change at each distance. At 1000 k its about 1 MOA per mph - at 300k its about 3/8 MOA per mph for a 9 oclock wind. 1 oclock is half value. note: this will depend on caliber bullet, velocity etc. so you need to figure that out for what you shoot.
If you can memorize your offsets required per mph change at the start of an event for the distance, you can do the offsets mentally and when a big changes comes up you can put the right dope on the screws and not catch a 3 like most everyone else.