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Can a single electron in an excited state return to its ground state in several jumps back to the ground state emitting several photons of different energy? If so, is it common ? Any good online references ?

Yes indeed, a single electron (or X-ray photon) can excite bound electrons to higher energy unoccupied orbitals, or even ionize the atom. Then what happens is the target atom finds itself with an unoccupied "hole" in the electron structure. Electrons of higher energies then cascade by multiple pathways until the excited electron is one in the outermost shell (valence electron). This effect is known as the Auger effect ("Auger" is pronounced somewhere between "Oh -Zshay" and "O. J."). As you might expect the photons produced by the cascading effect to "fill" the lower energy hole can get quite complicated. Only fairly recently have advances in instrumental technology allowed routine use of Auger spectroscopy as an analytical tool. A "Google" search on "Auger spectroscopy" or "Auger effect" will give you many references. One that is fairly concise and complete is:

Vince Calder

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