TDataset descendant - multiple return formats

I orginally posted this in VCL-Writing, but have got no response, so I'm
looking for a more sympathetic audience here.
I've written a TDataset descendant to communicate via a proprietary protocol
to an AS-400, it works fine, but now they want to bundle together several
recordsets in a single return, like getting all of data to initialize all of
a forms comboboxes, (and these people love their comboboxes!!!;)
Fortunately I got them to agree that if I could do this, it would be read
only!!!  I had originally done this with a com object, that had a
CurrentFormat property to allow format switching, and a Fields property that
recieved an integer and returned a string, but they want it in the dataset
format, so, will I get in trouble switching field layouts on the fly, or
would it be better to return a single record, with each data "block" as a
separate dataset field in that record?