Most vets only recommend whole unit dose changes because Prozinc is marketed with the u40 needle kits that only have whole unit marks. It isn't what's best for cats, it's what's best for profit. And to be fair, since the syringes don't have any marks to guide a 0.25u dose change, they can't be confident in our ability to draw a smaller change accurately.
Three times/day dosing is possible on prozinc, but it requires that the caregiver rarely leave the house for more than a few hours in order to sufficiently monitor. You have to know that the BG is rising before you give the next dose, so you have to have at least one mid-cycle every cycle, and preferably two every cycle. And with three cycles each day, that is a lot of testing and very little freedom. Eventually you can get away with skipping mid-cycles occasionally (assuming the cat stabilizes), but it's just way more of a burden than most of us can take on. The benefit is that it can produce a flatter curve than dosing twice/day, but the requirements make it hard to maintain.
If you dig back through the old threads here, there are people who have done it, but it's been awhile.