Here's the thing about HDR.
Probably, imo, most people shooting HDR are shooting it unnecessarily because they don't understand what they're really doing. By that I mean, you shoot HDR only when the dynamic range of the scene exceeds the capability of the camera to capture.
Not necessarily so. By shooting longer exposures in addition to a regular exposure, one gains improved shot-noise performance in those longer exposed brackets because more photons were collected. This will offer an opportunity to do heavier procssing on the darker tones with a lower risk of amplifying noise. A +2 EV exposed frame will have half the photon shot-noise in the non-clipped range.
With that said, it becomes obvious you only need to shoot enough images to cover the entire dynamic range of the scene, with caveats.
It still won't hurt to add more exposures to improve the shadow noise. The practical limit would be dictated by things like exposure time, and reducing storage requirements.
For the best quality you don't want to extend that dynamic range with more than one stop per image, and for economy of shootings sake more than one stop per image enters the 'point of marginal returns' realm.
While an exposure delta of one stop gives good results for HDR assembly, I regularly use 1.33 stops if I need to cover a larger range, this can be increased up to 2 stops when using certain exposure blending applications.