Let's say that you have several different data sets that you want to fit to functions which share some common parameters. You can simulate the functionality of multiple data sets.
Put all of your data in the same file , with the same columns being used for x0, x1 . . . xn, y, any sigma's etc. Add an extra row to the file containing a number to uniquely identify the data set. Define your function for n+1 independent variables, and assign the extra row to be x(n+1). The (n+1)th independent variable will be passed to your fitting function. Use it to decide which data set you are using and return the appropriate function value and derivatives.
Sure, it's a kludge, but it's better than nothing for now.