If you have not found a solution already, I wrote something like this for a customer on UNIX in the late 90's so it's definitely possible.
IIRC, I based it on the Multi-Plot macro that was available under the User Library.
ULIB is an optional install, so you might need to add it, but you'll find it then under ...\ulib\gdr\...
try "plot_multi.prg" first. It looks like the one I recall. You'll need to change the command from doing "Plot" to "Export" for CGM.
I'm not an expert on Drafting macros, yet was able to do it fairly simply, IIRC.
HTH.
Pat McManus
Sr. Technical Consultant
NX Development, Major Accounts and Migration
Siemens Product Lifecycle Management Software Inc.