N.M. Stat. § 45-3-107
Unless supervised administration as described in Sections 3-501 through 3-505 [45-3-501 to 45-3-505 NMSA 1978] is involved, each proceeding before the district court or probate court is independent of any other proceeding involving the same estate. Petitions for orders of the district court may combine various requests for relief in a single proceeding. Except as required for proceedings which are particularly described in Sections 3-101 through 3-1204 [45-3-101 to 45-3-1204 NMSA 1978], no petition is defective because it fails to embrace all matters which might then be the subject of a final order. Proceedings for probate of wills or adjudications of no will may be combined with proceedings for appointment of personal representatives. A proceeding for appointment of a personal representative is concluded by an order making or declining the appointment.
NMS § 45-3-107