As you noted, there is currently no support for importing multiple schemas. This actually goes deeper than the importer in that NORMA does not have support for namespaces, which would allow name conflicts within a single model. This is also needed for other scenarios, such as multi-model merge and just different uses of the same name in the same model.
The best approach I can give you right now is to import each of the schemas separately then use cross-model drag-drop to pull all of the elements into one model. If there are any name overlaps they would need to be adjusted before import. The cross-schema references will likely be pulled in as one or more values instead of entities, so would need to be adjusted to put the full model together.
There is a discussion at http://www.ormfoundation.org/forums/p/573/1706.aspx#1706 (and preceding threads) on one approach to getting multiple schemas regenerated from the same model. You'll need to tweak the registration files for VS2010 and (possibly) an 64-bit system, but this approach will work fine in VS2010. Let me know if you have problems getting the extensions installed.
P.S. Sorry for the delayed response. I've been managing, enabling and working with a crew at my place in the back field and haven't been online much. NORMA is feeling neglected, but I'll be able to make it up to her soon.