Entirely up to you. I'd group power and ground (for the logic), oscillator, configuration, junk like that into one symbol, then each port by itself. Usually you end up with quite long pin names, or you just put the basic name used in your app, ie PA0 becomes AIN0 if it's analog in.
If you have extra power pins dedicated to something, put those on the function symbol, not the main power one.
Of course you need to make sure that all the various symbols across different pages package into one footprint.