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No it is not frowned on to use multiple WSGI scripts and doing so is not buggy as such, except to the extent that Django generates a dodgy WSGI script file which you need to change to ensure you don’t get environment variable leakage.
That said, you may still have issues with third party C extension modules for Python which are broken and don’t work in sub interpreters, which is why it is preferred to use daemon mode if you can, as you can workaround such buggy third party modules.
So overall there is no issue with mod_wsgi, but you may encounter issues if using other software which uses a sub optimal way of configuring things, or which are broken by design.
Personally I would suggest simply not using Windows as it is a poor environment to be running Python web applications. Only use Windows if you have absolute no choice.