Better approach to execute procedure at Dot Net front end

See more:

.NET

SQL-Server

I have a form built in C#.Net and it has got approx 40 controls, all the controls datavalues comes from Sql server database.
Which of the following is a better approach
1. Write one procedure and add all the queries for each controls in the procedure so that they execute sequentially and get result as dataset and finally loop controls and bind with each datatable.

For eg:

connection.Open
DataSet ds = ExecuteProc("SomeProc")
control1.DataSource=ds.Tables(0)
control2.DataSource=ds.Tables(1)
control3.DataSource=ds.Tables(2)
.
.
.
.
connection.Close

2. Write procedure for each control and bind them, but with threading technology so that they execute parallel, but in this case for each procedure we need to open and close connections for each procedure when executed.

For e.g:

all running parallel:

connection.Open
DataSet ds = ExecuteProc("SomeProc1")
control1.DataSource=ds.Tables(0)
connection.Close

connection.Open
DataSet ds = ExecuteProc("SomeProc2")
control2.DataSource=ds.Tables(0)
connection.Close

connection.Open
DataSet ds = ExecuteProc("SomeProc3")
control3.DataSource=ds.Tables(0)
connection.Close

.
.
.
.

Can you help me getting the answer for the proposed methods or is there any other better approach to achieve this at faster rate?

Thanks in advance