Since writing the post, I've got a slightly better understanding. There are two options:
1. Accept that going through Kelly to guide staking for multiples, I'll be reducing my ROI by the likelihood of the secondary bets losing
2. I can use Kelly to guide how best to split any bets between multiple multis, however the only way that I can keep the same ROI is by keeping the same stake as I would for the single - I would obviously never do this when doubling with a long shot.
I'm not really satisfied with either. Does anybody have any alternative ideas that meet somewhere in the middle?