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Dear Susanne,
Good day! Thanks for posting in the community. We are happy to help you.
For your query, no, you can't set the versioning individually for each document. Normally, for versions, you can only choose to create major versions (example: 1, 2, 3) Or create major and minor versions (example: 1.0, 1.1, 1.2) at the library level. It affects the whole library. Also, the first version for the newly created document starts at 1.
Based on the situation, I would like to suggest you post the suggestion in Microsoft Feedback Portal where other users also post their suggestions here. It's the platform for us to hear your voice and improve our products.
Appreciate your understanding and patience.
Sincerely,
George | Microsoft Community Moderator