Usando una tuta VS un pantalone e una giacca separati per sciare nella foresta

Either is fine, depends more on what kinds of overalls/jackets etc they are and what you have under them. Generally otherwise similar overalls to jacket+pants are going to warmer, and adding/removing layers becomes bit more of a hazzle.

I prefer separate jacket + pants if it’s warmer than -30 C and/or I’m expecting higher or variable levels of effort in the skiing and stops. When I know I’m going to be sitting still for a longer time and that I can pace myself to not get sweaty like when skiing to an ice fishing spot, then I do overalls. If it’s really cold, I still might have separate wear when skiing but have overalls in my backpack to put on immediately when stopping, but usually in that case I still just have a long and thick jacket to throw on top of everything.

More common mistake for me and others I’ve witnessed is putting too much clothes when going forest skiing. You should feel cold as you start, if you’re comfortable at that point, in 30 minutes you’re going to be sweating. Or you stopped at 10 minutes to remove that wool shirt that was so nice in the cold morning while standing still.

If you are skiing, the jacket + pants is better due to more options to adjust the clothing to vent the heat.