If a Pokemon gains a level using the Exp. Share, will it gain as much stat boosts as a Pokemon gaining a level naturally, or less stat boosts?
Do you mean if it gains the same amount of EVs? If so, yes. E.g. you defeat a Bidoof with the Exp. Share on. Whether that Bidoof gives 1000 exp. or 10 exp., it will still give 1 HP EV to all Pokemon that can experience.
I haven't noticed a difference although I have been rotating to keep everyone even. You can turn the xp share off which I am assuming is because it gives EVs to all your pokes, and you could accidentally add evs you don't want on certain Pokemon. At least that is what I would consider logical, especially considering the older xpshares gave both pokes the full amount of evs.
I usually usually use proteins, and the other roids to max the evs/stats I want