I sterilized every time when I had thrush or if I get sick. Normally I just wash with soapy water and sterilize once a day. I have enough bottles for a days use and 2 full sets of pump parts. So bottles get sterilized after each use (which is a little overzealous imo) and pump parts get sterilized after every 2-3 uses.
some things can't be boiled (specifically plastic parts). check the boxes your bottles, etc. come in-- they'll usually tell you the best way to sterilize them!
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Re: Sterilizing...