So... I think you're asking if you should strip some wire in the middle, bend it over, and stick that in the terminal, or cut the wires between each fitting?? If so, you want to cut them.
Or in other words, you'd have:
Light fitting > 3 brown, blue, & green wires > Light fitting > 3 new brown, blue, & green wires > Light fitting, etc.
The green/yellow wire is your earth and usually the terminal for that will be made of a different metal or stand out in some other way, if it's not simply marked. Hope it helps. Oh btw it will work either way you suggest, of course, - just that cutting is the standard way.