Piracy: ꜱᴀɪʟ ᴛʜᴇ ʜɪɢʜ ꜱᴇᴀꜱ

That is indeed the right way to do it, unfortunately Plex doesn't handle it well. It'll show all the episodes separately, but each one plays the entire file (fair, it doesn't know for sure where the breaks are, but could be done better), and watching the whole thing marks only the one you selected as watched, so you have to mark all the other "episodes" as watched manually (this is annoying, if it knows you watched the whole file, it should know that you've watched all the episodes it covers).

Usually if an episode is a 2 parter in one file, I'll just name it for part 1 since you'd watch them together anyway, but for cartoons the two parts are usually entirely unrelated, so it really only works properly if the file's split. It'd be better if the interface at least showed that a range of episodes are combined so you could, say, start it and know that the episode you want needs to be scrubbed through to find it, and also if it marked them all as played when you watch the whole thing.