Without knowing the mechanism Maxim used to program the current via Rset, you probably cannot know for sure.
However, other chips that use a resistor to program have tend to utilize a current drive on the resistor and sense the voltage drop on the resistor to program.
If I were you, I would measure the voltage across the resistor and try to see if it is done via current or voltage.
If the programming is done via voltage, you can probably set a divider and tie all the Rset pins to that divider, via isolation resistors.
If the programming is done via current, you may use current mirrors to do it. This can be done fairly easily and inexpensively, via either discrete parts or ICs (like those 5-20ma transmitters).
But I would start with measuring the voltage / current over a range of resistor values.