What you are contemplating is certainly achievable. Gadgeteer in fact has been designed to help that process quickly; most of the modules are open sourced so you can take all the modules and include them into a working single board dedicated device should you wish, and it’s also possible to take the reference designs (say Fez Cobra for example for an EMX module). The level of integration required and the complexity is all about what connected devices you want, as well as how skilled you or your team are in those areas - which is why GHI’s consulting can help dramatically shortcut the learning/doing process.
This is a topic I am interested in as well. I have some setups that are quite nice and all I really want is to “glue” all the boards together and add the ribbon traces between them. I’m thinking it should just be a matter of copying each board and pasting them all onto a new designer file then add the ribbon traces. Seems like it should be easy, though I’m pretty sure it isn’t that easy.