The final save slot is much like the auto save slot I believe. There can only be one at a time. But you should be able to import any save game file or character file into BG2:EE.
I think I just exported my characters and then imported them... I don't think I used the final save game file (I also play multiplayer). My way might be worse though...
You can also copy your final save for game A somewhere else while you work on game B. then simply copy/move it back in when you want to import. That way you don't lose the XP from the final battle (like you are gonna need that bit extra).
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