Oh well, I have to correct myself, you can add a new Block Erupter to a running BFGminer:
- Plug in the Erupter and wait until windows has configured the driver
- Press "M" to manage devices
- Press "+" to add a new device
- Type "all" to scan for new devices
Downside: it is detected as ICA instead of BES, so it has a higher HW and gives you less accepted shares. Restarting is the better solution