depends on what kind of depth your talking about and what species. calycifida and longifolia like much more room than most others, i have noticed tricolor and tridentata do to. i think Pyro told me at one point most of his terrestrials were in 2 inch pots. as long as you have an inch of soil most wont care. width is important for those ive listed. for most of the small lollon species it doesnt matter just divide often. i have also noticed that some need to be a bit crowded to flower, atleast if yah want them to flower sooner rather than later. i think the bit of stress kicks them into flowering mode.
inshort, do what yah want, most wont care in my experiance if crowded for very long tridentata and tricolor crash, longifolia and calycifida need room to run to keep them happy, i suggest a 3x3(surface area) pot as minimum for calycifida, bigger is better for longifolia im using an 8x8 tub