This particular variety of milkweed (Asclepias speciosa) looks drastically different to common milkweeds of SE Arizona.  But, the principal is the same.  To avoid cannibalism, separate caterpillars on leaves and blooms of milkweed cuttings in water and place in rearing bucket.  Milkweed cuttings will only stay useable for about five days at which time you will need to replace it out again.  The best way to move caterpillars from old plant to new plant is to cut around the caterpillar with scissors and place it on top of the new cuttings.