You should only disconnect one at a time to test this by removing the low voltage connector.

If the revs drop or rougness occurs when you disconnect one coil, then this is normal.
If when you disconnect one coil, the engine see's no change then that cylinder isnt contributing to the power output.
This could be a coil, injection or valve problem otherwise.

You can do the same tests by disconnecting the injectors and work out if fuel or ignition is the problem.

However, disconnecting items can cause ecu fault codes to be registered that may or may not auto reset depending on the manufacturer.