Well, you problem is that you can only have one bursting active at a time. So if you want to deliver multiple files via bursting you should use UNION in the bursting query based on your data sets. That should do the trick.

Currently this is the only way, using the analytics server as middleware, as the Fusion SaaS database is not exposed. There is also option to replicate data in OAC and use BICC as extractor for this.