Becareful of it getting tangled as that's why I usually cut off only some at a time but that's because my projects are tiny 😅 If you go slowly and make sure the tension of the bunched up yarn doesn't get too tight it might be possible to do a whole skein but might be super time consuming. Keeping the yarn in a basket or bowl will hopefully help prevent it from getting too messy especially if you need to take a break in the middle of splitting it 😁
In the video, I'm using 100% Acrylic weight 4 yarn and the brand is I Just Love This Yarn from Hobby Lobby ^^ But I also use yarn brands like Caron Simply Soft. When I buy yarn I test it to see if it splits well or not because some don't sadly :/