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First, I would like to know if there is a higher chance that a smaller package will not be checked at the US customs, hence no duty will be charged.
Depends. Let's say you have 4 snow globes. It's not odd at all that they would be packaged separately. I would make sure the boxes are unsealed so they can verify that's what they are.
If it's not logical that you would divide them up (i.e. you don't typically buy one of them) I would leave them together
Second, assuming that all packages are checked at the US customs, is there any difference in the total duty charged in each case (multiple small packages vs one large package)?
Duty is assigned on product type and value, not quantity. Unless it's a restricted quantity category (i.e. pharmaceuticals, tobacco, alcohol, etc) it's not really a factor.