Store the content type configuration into its configuration file

Yes, generally if we are dealing with different entity bundles, then those should be in separate config files. I have only encountered one case when different entity bundles are listed in one config: in entity_reference field target_bundles list. This list is hard to manage when creating distributions (install profiles), and I think the list should be split up somehow in the future (or the config system should be somehow improved).

There is no general rule how to name the config files, the coding standards does not include our case.
node_revision_delete.settings.node.CONTENT_TYPE.yml
I think using entity type and bundle name (content type) after the second dot in config file name seems to be a good pattern, even the entity_type "node" seems redundant, as this module only deals with nodes, no other entity types. I like that pattern maybe because D8 modules are mostly dealing with all content entity types not just nodes, like entity_revision_delete.settings.node.page.yml filename would be nice and clear.

There is even an option to not use a new config file, but use the third_party_settings in node.type.CONTENT_TYPE.yml
Then the node.type.page.yml would be something like:

langcode: en
status: true
dependencies:
  module:
    - menu_ui
    - node_revision_delete
third_party_settings:
  menu_ui:
    available_menus: {  }
    parent: ''
  node_revision_delete:
    minimum_revisions_to_keep: 8
    minimum_age_to_delete: 12
    when_to_delete: 3
name: 'Page'
type: page
description: 'Custom page.'
help: ''
new_revision: true
preview_mode: 0
display_submitted: false

Step by step tutorial on how to add third_party_settings into config entities.

The third_party_settings seems like the common approach, but third_party_settings on node.type will currently result in an issue #2922417: Profile provided configuration entities can have unmeetable dependencies when the config is used in install profile. Hopefully the issue will be fixed in Drupal 8.7