Hi Ezequiel,
you can connect to two PI or multiple PI only at run time. It means that you can send the data of different interface to different SAP PI system, but to design you still needs to connect the ESR to SPROXY.
The approach I took earlier to switch the sproxy connection between the SAP PI systems while doing to build. and when it comes to test you do not need the sproxy connection.
Hope this help
Harish