Here are some suggestions -- ignore any and all that you don't like.
-- To test whether your feeling about whether you're going anywhere is an illusion,
you can keep some logs: assign a weight to each action in advance, such as an
estimate of how long it will take or a score representing how much you think it
will feel like progress. Then spend a few hours jumping from project to project,
and another few hours working on one project, and count up the score of how
much you achieve. Do you get just as much done when you jump from project
to project, though it doesn't feel like it? Do you actually do more when you
focus on one project? Do you work differently when you focus on one project,
doing different things from just the list of actions you'd planned? Perhaps some
people have the opposite illusion, feeling as if they're getting more done when they
jump from project to project.
-- Set up a separate context for each project.
-- Put "work on project such-and-such" as an action on a next-actions list, if it works for you. Watch out because that sort of "action" doesn't tend to be highly doable and might stagnate on your list; if so, you can replace it with more specific, doable actions within the project. You can go back and forth between the types of "action".
-- Whenever you complete an action within a project, think what the next action is,
and often go ahead and do it right away; if not, write it on a context list.