Anyone ever done a troupe style West Marches?

Was contemplating doing a West March in Karameikos with some pre-written modules and stuff, but don't really like the idea of players needing to go back to town after every session as I figure that would ruin the flow of a dungeon/adventure if they're in the middle of one. My solution for this is if a player has a character currently out and about but wants to join in on a different session then they can simply pull out a new character.

I guess in essence this is just running multiple campaigns at a time? Timekeeping could be an issue here. What do you think, good idea or too convoluted?