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You could stain in place using a gel stain, but the problem will be edges if there are any gaps.
My suggestion--prestain. Then work section by section. Cut and fit, touch up stain on ends and cuts. Nail up. You can work with the stained material while it is still damp. (This is what we would do with wood siding, touching up especially the ends as we go--if it is paint, they even make a cool roller device that is like a glue stick that lets you roll the ends after you cut.)
If you see unevenness or problems, touch up once in place.
The only thing about stain--multiple coats will take you darker, and it is hard to go the other way, so you need to be a little careful when you are touching up, not to get too much on the faces.
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