Is it common for writers to have different voices for each character they write about? How do they develop these voices and is there a way to control them more effectively?

Yes, the characters must have their own unique voices. I base mine of people that I know well.

You know what they are going to say given a particular circumstance, you understand their limits of vocabulary, their turn of phrase and how they pronounce certain words.

Use the same people to base a character’s build and personality, how they dress and so on.

Why not mix a couple together.

In a sense giving them the character of a real person helps write the story. If a person dithers, have the character do it and miss their chance, Or if the person is a gung-ho type, get the character to roll his sleeves up and go for it.