I must admit, I quite like putting different images within individual .m4a files for playback on my mobile phone.A couple of points, I always like to embed the artwork into each individual file, why not? I don't care about the data duplication. That way when you make a playlist from multiple albums and each track will (should) play with the proper artwork. Most file formats allow the embedding of the artwork.
With regard to gapless playback of separate files using an OPPO, I seem to remember having more success with the UDP-203 rather than the BDP-103. All files were accessed via SMB file shares or via an USB connected HDD.Streaming doesn't work gaplessly unless the album is done as a single file with cue sheet. As well the BDP-103 worked far better streaming than the older BDP-95 which is fraught with many problems. It is even described as an experimental feature in the BDP-95 manual!