Hi jonnyb
In general, you only need one set of pull-up resistors on an I2C bus (which is the protocol being used in this case).
BUT ... from the link you posted, it looks like the capacitor sensors run on 3.3V while the Arduino I2C bus runs on 5V, and the BlinkMs are shown as running on 5V too.
Some hardware will be required to convert between the different voltage levels. If you search this website, there are a number of threads on the topic. And ready-made level converters are available.
However, there is something else to look at. The datasheet on the Sparkfun website for the sensors says that the device can configured to have have 1 of 4 different I2C addresses. If you connect 5 of them in parallel, you will run out of addresses. There are hardware solutions for this (search for "I2C port expanders") and software ones (search for "Arduino softi2c" or "multiple i2c"). Also, some port expander chips can do level conversion as well.
Regards
Ray