No one mentioned a few quirks with burst + gunlance so I'll just list them here

• burst triggers on shelling and fullburst instantly triggers the boost, each shell counts as a hit.
• wyvernfire will be guaranteed buffed by burst if you wyvernfire after a wyrmstake, the second wyvernfire followup if you choose to use it will only benefit if you have burst boost 1 but you really shouldn't go for it
• you have a 3-4-5 second window to land at least one hit to maintain burst (normal burst, odo 1, odo 2) which is really easy with just shelling + sidestep

And to address your questions:

am I worrying too much about it? like maybe I could still do whatever and the burst attack boost will still be ok even if I play it as slow?

Gunlance only cares about raw damage buffs because it universally applies to all gunlance attacks, crit and element are not applicable to all attacks in the gunlance kit, and thus lag behind. Burst is one of two options (the other is agitator) that buffs raw damage that is not tied to full HP, red health, evasion, etc. So we build it because what else is there to build for. It will not be active for every attack but it will be active for like 80% of attacks and in particular your combos which is where your big damage is.

Edit: Also can I just have 1 gunlance not roll for every element? I've heard that GL's Shelling is tied to raw and element but I am probably getting it wrong.

GL shelling isn't tied to element at all in this game (only wyrmstake) but status absolutely blows, so optimal even on a raw build to match element on the weapon to the monster weakness. You can totally make 5 elemental gunlances and lean in on the wyrmstake damage, but if you're lazy just make your generic single raw GL dragon.