I've tested some more.

Repeatedly sending the difference between two consecutive snapshots creates a 
structure on the target drive where all the snapshots share data. So 10 
snapshots of 10 files of 100MB takes up 1GB, as expected.

Repeatedly sending the difference between the first snapshot and each next 
snapshot creates a structure on the target drive where the snapshots are 
independent, so they don't share any data. How can that be avoided?

Script (version that sends the difference between the first snapshot and each 
current snapshot):
# cat ~/btrfs-send-test.sh 
#!/bin/bash

btrfs subvolume delete /mnt/send/storage
btrfs subvolume delete /mnt/send/snapshots/*
btrfs subvolume delete /mnt/send/snapshots/
btrfs subvolume delete /mnt/rec/diff
btrfs subvolume delete /mnt/rec/snapshots/*
btrfs subvolume delete /mnt/rec/snapshots/
sync
btrfs subvolume create /mnt/send/storage
btrfs subvolume create /mnt/send/snapshots/
btrfs subvolume create /mnt/rec/diff
btrfs subvolume create /mnt/rec/snapshots

btrfs subvolume snapshot -r /mnt/send/storage/ /mnt/send/snapshots/0
btrfs send /mnt/send/snapshots/0 | btrfs receive /mnt/rec/snapshots

onelesscounter=0
counter=1
while [ $counter -le 10 ]
do
        dd if=/dev/urandom of=/mnt/send/storage/file$( printf %03d "$counter" 
).bin bs=1M count=100
        md5sum /mnt/send/storage/file$( printf %03d "$counter" ).bin >> 
/mnt/send/storage/md5sums.txt
        btrfs subvolume snapshot -r /mnt/send/storage 
/mnt/send/snapshots/$counter
        btrfs send -p /mnt/send/snapshots/0 /mnt/send/snapshots/$counter -f 
/mnt/rec/diff/$counter
        #btrfs send -p /mnt/send/snapshots/$onelesscounter 
/mnt/send/snapshots/$counter -f /mnt/rec/diff/$counter 
        btrfs receive -f /mnt/rec/diff/$counter /mnt/rec/snapshots
        ((counter++))
        ((onelesscounter++))
done
echo All done

# df -h
/dev/sda3       5.0G 1007M  3.6G  22% /mnt/send
/dev/sdd2       932G   11G  919G   2% /mnt/rec

# ls -lh /mtn/rec/diff
total 5.4G
-rw------- 1 root root  101M Jan 10 09:17 1
-rw------- 1 root root 1001M Jan 10 09:19 10
-rw------- 1 root root  201M Jan 10 09:17 2
-rw------- 1 root root  301M Jan 10 09:17 3
-rw------- 1 root root  401M Jan 10 09:17 4
-rw------- 1 root root  501M Jan 10 09:17 5
-rw------- 1 root root  601M Jan 10 09:18 6
-rw------- 1 root root  701M Jan 10 09:18 7
-rw------- 1 root root  801M Jan 10 09:18 8
-rw------- 1 root root  901M Jan 10 09:18 9

#rm /mtn/rec/diff/*
#sync

# df -h
/dev/sda3       5.0G 1007M  3.6G  22% /mnt/send
/dev/sdd2       932G  5.4G  924G   1% /mnt/rec  <= all data is individually 
stored in the snapshots?



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