I'm sure by now you've found an answer or work-around, but I'll chime in anyway.
You can add additional Product nodes to the assembly at any time by clicking Initialize Project. These additional product sub-assemblies will have their own workpiece, core, cavity, etc. If you are combining multiple parts into a single insert or solid plate, link the core and cavity bodies into that component. NX6 and later provides a combined model for this purpose, but I have to admit not using it yet.
NX 7.0.1.7 MoldWizard