Wondering what works for others?

I'm not exactly sure what the question is, but I review blue cards the day after I enter them.

I don't think there's much benefit from holding off on reviewing. You can start right away, adding whatever you've studied on a certain day into the system.

immediately after having studied new kanji, i test myself with kanjigym, just to make sure i can also remember them in a different order. the next day i review them here (the blue stack).

Oh sorry, the question was, do you guys find it better to finish one lesson and start reviewing it? Or finish a bunch of lessons and then review them all at once?

I review after I've finished learning kanji for the day, whether I've finished a lesson or not. If a lesson is long, I'm very likely to review a number of times before finishing a lesson (i.e I add the kanji as I go along, not in lesson chunks and review everyday).