Three shapes, three answers
The identical repeat. A weekly quiz night, the same every time. One event, one rule, one page. Nobody wants a separate page for the quiz on the 14th; they want to know it is on every Tuesday.
The fixed run. An eight-week beginners' course, a six-play season, a tour with different cities. The dates belong together and are individually meaningful — somebody might link to week three, or to the Manchester date. One parent page for the series, with the individual dates addressable underneath it.
The loose collection. Everything in the summer programme. Not a series at all — that is a category, and it should be a filter rather than a structure.
The mistake in each direction
Making an identical repeat into many pages gives you fifty near-identical pages competing with each other in search results, none of them ranking, and a sitemap full of noise.
Making a fixed run into a single page loses the ability to link to one date, to give the Manchester show its own photograph, or to mark week four as sold out. It also loses the search traffic — “[play name] Manchester” is a real query and a page that lists twelve cities answers it badly.
What a series page needs
A description of the whole thing, all the dates in one visible list, and a clear indication of which are past and which are still to come. If dates can differ — different venue, different guest, sold out — each needs somewhere to say so without becoming a full page of its own.
The shape that works is one event with a rule, plus exceptions for the dates that differ. Week four moved to a different room and has a guest tutor: that is one small exception record, not a separate event that has to be kept in step with the series manually.
Series that are not regular
Plenty of series have no rule at all — a festival on four dates chosen for availability. The calendar format handles this with RDATE: explicit dates attached to an event rather than a pattern. If your plugin only offers a repeat rule, you end up creating separate events and losing the connection between them, which is worth checking before you commit to it.
The practical test
Ask what somebody would link to. If the answer is “the course”, it is one page. If the answer is “the 14th of October show”, those dates need their own addresses. Most series are the first with a few of the second, which is exactly why the rule-plus-exceptions model fits so well.