You don't need this: '5- Setup the .conf in roaming'. Just use one 'conf.conf ' or any other filename what you like for all coins.
But you need to have at least a poisoin.conf (for example) in the needed directory in Romaing with these lines:
rpcuser=user
rpcpassword=pass
rpcallowip=127.0.0.1
rpcport=1234
Anyways that one is the fastest step for me. Just 1/2 seconds.
In any directory any filename (instamineeveryshit.conf for example).