You have two choices.
1) vary the current taken by circuit attached to R-ext pin
2) Change the gain setting.
The R-ext pin stays at 1.26 V, so you could just connect the same value resistor to each of the R-ext pins, with the other ends joined together to a common point. The voltage on the common point will vary the current of all of the displays, with the maximum when the voltage is zero and zero when the voltage is at 1.26 V
The gain setting is set through the serial link, by going into special mode and sending the gain. Page 19 of the data sheet says how that is done. That method doesn't need any additional hardware.