I agree with most of what BG said, but the probate case need to filed only in one county, This can be filed in the county of residency or if the relative died while residing out-of-state, or the case can be filed in any county were the minerals or located. Once a final order is issued, copies can be filed in the counties where the properties are located.
Also, it is possible to probate the estates of multiple individuals in one case. This is known as a joint probate.