Unfortunately it is not possible at least with YAML implementation. BLE Client requires MAC address when created and there can be max 3 of them, as mentioned in
BLE Client — ESPHome
It is not possible to disconnect and connect to another device with same BLE Client.
Darn, that’s a drag. Thank you for the clarification 
I stumbled upon this GitHub - devbis/ble2mqtt: Bluetooth to MQTT bridge, add your bluetooth-capable (including controllable) devices to your smart home
Seems to support enstos bluetooth radiators (which I believe use the same bluetooth app?). My skills weren’t sufficient to get it started so can’t comment if it works/supports multiple thermostats, but might be worth a look?
I believe it supports multiple thermostats at the same time as it is PC based solution and doesn’t have limited hardware like ESP32. It will require that all devices are in range of PC’s Bluetooth dongle.