Using more than 1 Fsm per object is actually a good practice as you can't really manage in some condition to handle all in one unique Fsm, consider this as if you put multiple script on an object to handle various things , while they still can communicate together using a "GetComponent" fct.
same goes with Fsm using action for this purpose in StateMachine Tab, like GetFsm somthing or SetFsm somthing, you will just have to reference the Fsm you want target on your object then call event on it or set / get some of the variable you have etc...as you will do code side anyway if needed.
for me multiple Fsm per object has the advantage to keep setup small and clean, when i start to have too much "spaghetti like" branching , I generally check what i can put on his own Fsm just to lighter the reading.
performance wise I don't have any problem with that , it's all depends how often you jump to or update your stuff.
