Well, most people seem to run from a single folder using virtual config or one for the master and one for all the slaves with junctions or symlinks. I don't see many people using individual folders.
I am using symlink for all clients to point to the main WOW folder. But not a very ideal solution since I am not able to link all program files.

I mentioned addon because of occasional weird behavior of Recount. When it decides to throw tantrum, it will halt the client during loading. It is not frequent, and people put the blame on the huge amount of data that it needs to log and manage. If it causes problem to one client, can't imaging what it will does to 9 accounts... I am not sure really, never spend my time looking at the code.

2) Config.WTF file -- ISBoxer's file virtualization fixes that problem but, I don't know what HKN has to offer
along those lines since I'm not savvy with the software myself.
Oh yes, the WTF folder. I forgot about it totally, lol. Now this may be a problem since I do not have a superb graphic card .

I can only think of 3 solutions

1) Create my own virtual files for each client. Not sure how tho, lol
2) Get a good graphic card that allows same setting to all clients without sacrificing performance
3) Change client setting after launch

If you have better suggestion, please let me know.

Thanks