I've assembled two MAX7219 drivers and used just one Rset resistor for both.
During prototyping I forgot about a necessity to use separate resistors for each MAX7219.
It works perfectly. But I've got some doubts about any side effects in this schematic.
Does anyone know what is under the hood of Iset pin of MAX7219? The only thing I've found so far there is something named "Segment Current Reference" module inside the driver.