Completely up to you.

Personal take: A Zenith-level relic for each class you have at 50 is pretty doable -- almost effortless compared to 2.0 or 2.1. If you want to carry any of them further, pick one, and only one. If the grind becomes too much of a pain in the ass, drop it and don't spare it a second thought. There are other ways to get good weapons. If you have no problem with the grind, keep rollin'.

If you've maxed out one weapon and aren't burnt out on it, then you should consider doing others, but never before.