I try to keep it simple. I just create a new "album" for each piece when there are multiple unrelated pieces on one album. There is often not much logic to the grouping of pieces on an album, so it is easier to find what I am looking for when I separate the. e.g., create Tchaikovsky Firebird and Stravinsky Romeo and Juliet even though they came on the same album. Then, on each new album, they just play in track number order. I use the same album cover for both new "albums". For related pieces, like a collection of all of Mozart's Piano Concertos, I just separate keep them all in one album and sort by disc and track.
If you are having trouble with movements playing out of order, make sure you view is sorted by disc number and track number. Linking tracks in a piece is also useful, although it can take a while to do.