I haven't played around with it too much yet, so I just looked at it again.

Near the bottom of the 1099-B worksheet shows the summary.  So if you do use a separate worksheet for each brokerage, that can be used for checking the totals.  Is that what you are sort-of looking for?

Other than the 'checking' aspect for that summary that I just pointed out, is there a reason to use separate 1099-B worksheets?  I can't think of why that would be necessary.  Throwing them all onto 1 seems much easier (again, besides the ability to use that summary at the bottom of the worksheet to check things).