We introduce the idea of collisional models for Brownian particles, in which a particle is sequentially placed in contact with distinct thermal environments and external forces. Thermodynamic properties are exactly obtained, irrespective of the number of reservoirs involved. In the presence of external forces, the entropy production presents a bilinear form in which Onsager coefficients are exactly calculated. Analysis of Brownian engines based on sequential thermal switchings is proposed and considerations about their efficiencies are investigated, taking into account distinct external forces protocols. Our results shed light to an alternative route for obtaining efficient thermal engines based on finite times Brownian machines.