I have heard on a podcast (Jamil Z. as I recall) that when one wants to adjust the gravity of a brew that what should change is the base grain(s). However, Beersmith adjust everything proportionally. Which is correct?
Whichever way you want to do it is correct. Personally, I scale all the grains so that the relative % remain constant.
Thanks!
Not that anyone else needs to weigh in after Denny, but +1. 
For me it kind of depends on the recipe. For something like a dark roasted malt that I’m using in a relatively low amount to begin with I may leave the quantity the same, especially if it’s there primarily for color. Otherwise, I usually scale by percentage, but then I start rounding up the specialty grains to an even number of ounces because I have OCD like that.
I start by scaling everything equally but if I find something off I’ll then tweak individually to try and improve it to my liking
It’s totally a judgment call. There are times when you will want to just increase the base grains, and times when you will want to increase everything. Try one, if you don’t like it try the other. I don’t think there is a right answer for all situations. Taste your beer and let that tell you what to do.
Just to piggy back on what Tom said. I think that sometimes brewers tend to get caught up in the numbers game. This efficiency, this percentage, this whatever. It all really comes down to taste. There is no magic mathematic formula for making tasty brew. Just try it, adjust as needed. That batch that you might have missed your targets on could be the best batch you have ever brewed.
I have CDO. It is similar to OCD except the letters are in the correct order. And I do the same thing you do by rounding ounces out.
Thanks again to everyone for your contribution to my continuing education.