OK, of course you know best what suits your own needs, but the electrical circuit of a MIDI thru introduces no delay whatsoever … there’s no processing between MIDI in and the MIDI thru. The only reason I can think of to use a separate MIDI in/out pair for a device is if you need to run a sysex editor for that specific device (or for a very, very old device that only does omni mode!). Generally, even for that, you really only need a separate input per device, i.e. the device’s MIDI out goes to a unique MIDI in. If you’re not running editors, there’s absolutely no reason all 11 devices couldn’t be fed from a single MIDI output, with each device set to a unique channel, and daisy-chained via MIDI thru.
Needless to say everyone has different set-ups and this may not suit you for a variety of reasons, but I just thought it might perhaps help simplify matters.
[EDIT:] Of course, just after clicking “Submit”, I realised that if the modules are multi-timbral you will of course need a dedicated in/out pair in order to access all 16 channels of each module seperately … 