For record... we can configured OpenSSH to make shared connections (ie. 1 connection, many ssh shell)
http://linuxtoday.com/news_story.php3?ltsn=2008-12-29-003-35-OS-HL
Basically add 3 lines in /etc/ssh/ssh_config only:
Host *
ControlMaster auto
ControlPath ~/.ssh/master-%r@%h:%p
Of course, we can set it to use multiplexing on some domains/hosts only by not using "Host *".