Generally, at the application level, you should not worry about this. The low level software and network hardware will do a much better job than you will of splitting your data up into appropriately sized chunks based on network settings, link speeds, protocol frame/packet sizes, etc.
If anything, trying to split your data into smaller chunks, and getting it wrong, will force the network layer to generate even more smaller chunks and waste bandwidth with extra headers and overhead.
If your application is very, very performance sensitive there are things you can do to alleviate it but they are very much premature optimization -- deal with those problems if and when you actually have them.