I believe I have found a solution to my problem.
I notice that HILLS.* files generated by using walkers include the system clock time as the final field. (I am sure this is necessary so that when a walker reads a file generated by another walker, it knows which hills it has already and which it needs to update its grid.)
Thus, with a small amount of scripting, I can create a single concatenated HILLS file that is sorted by that last field. Assuming that all the walkers are reading each other's files at a reasonable rate, this represents well how the collective FES is being constructed and this can be used with "stride" to look for convergence.
-Carolyn