Hi, regarding the Rset of 9.53kOhm you should reach the maximum current of the part. You also have to consider the peak current of around 40-50mA and the average current which is only ~5.5mA.
On point I want to add regarding the LEDs:
You need to check both currents in the datasheet Ipeak & Iavg. In most of the cases you only need to consider the average current since the LED cares more about heating than the current itself.
So you can easily drive a 10mA LED with 40mA peak if you time multiplex by 4, which gives you 10mA average current again.
You can see the Rset vs Current curve here on the compatible AS1106 datasheet (Page 7 is a curve & page 18 is a table)http://www.austriamicrosystems.com/eng/content/download/1200/6959/file/AS1106_07_Datasheet_v2_26.pdf