Ya, you have to open an window for each one.

However, there was a post (someplace on this site) showing how you can sorta automate this, but it didn't work all that well for me so I don't use it anymore. Basically you have to assign the mouse click to a key (e.g., L) and have your slaves view in 3rd person and overhead of the quest giver. If the mouse is overlaying the NPC you press L and it will open the window. Maybe someone can provide the link.

Good luck.