I agree it is not one index per FK but I was thinking the following:

Whenever somebody updates/deletes table that holds the primary key SQL server needs to check if integrity violation happened (in this case search my table to check all values for the key)

If there is no single column index per key it will last long right?

My question was, if there is no way to insert/update/delete rows in some of these columns and should I leave these without index on them?

But I guess try and see will be the best case scenario.

Thanks

Aleksandar