I like the suggestion about the toys - especially if/when you are incorporating more BDSM play - nothing like getting beaten to a semi-pulp and then being made to cum endlessly with a toy and then be snuggled into la-la land.
Sure, I know that's a lot of work too.
Remember to make time for yourself - what ever that means in your relationships and to be honest with the women - let them know that you're fully enjoying yourself but that orgasm isn't always going to be a part of your sexual interaction.
Last: From my point of view I'd want some reassurance that I'm still sexually attractive and desirable to you - not that one of the other women turns you on to the point of orgasm and that I just don't. Not sure if anyone is feeling that when you mentioned they feel like they're doing something wrong ... balance isn't always easy ...