Got stuck at the fact I don't know how to tell each instance to use which devices in the config file or file parameters.
When you run bfgminer dont you pass it information about the devices to use? like:
bfgminer.exe -o
http://stratum.bitcoin.cz:3333 -u username -p password --icarus-options 115200:1:1 --icarus-timing 3.0=100 -S //./COM4
You can then save this as a desktop shortcut or some kind of .bat to autorun on boot. Then create a duplicate of this specifying different com ports for each of your devices and different worker details.
There is probably a better way to specify this in a config file but I have forgotten how. I'm sure someone else with clearer instructions will come along.