I don't think there's any easy solution.

I use the Focusless, Leaderlesssystem which, in conjunction with Keyclone's PiP switching system, means I can easily switch leader, so I finish the collection on toon A, then make B the leader, finish the collection on B, then make C the leader, etc.

It's still a pain if you have to collect items with a low drop rate (e.g. those darn fetishes off the trolls in STV!), but if you're going to do a collection quest, this is a pretty good way to do it, IMO.