I recently bought the 10 cd Neil Young archives and ran into the same problem. So, I employed all 3 tricks:
- Each album in its own folder: boxset-name/album-disc 1, boxset-name/album-disc 2, etc.
- Tracks are prefixed with disk number, eg: 1-01 trackname, 1-02 trackname… 2-01 trackname, etc.
- Filetags edited (outside of Roon): disk 1 of 10, disk 2 of 10, etc.
Now I get a drop down box in Roon to select the album number, but the artwork is the same for all albums, despite the embedded artwork being different. Still not ideal, but I hope this helps somewhat.