A couple things to look for:

1. Are you resetting the annotation number? In other words, is eeschema setting new numbers or perhaps just keeping the old ones.
2. Look for the sheet number (bottom right of the sheet). Is each number is different?

Your procedure should be working. A couple things to look for:

1. Are you resetting the annotation number? In other words, is eeschema setting new numbers or perhaps just keeping the old ones.
2. Look for the sheet number (bottom right of the sheet). Is each number is different? You can also see this in the "Page Settings" menu option: