Ok, having one working first is a very good start.
I've also screwed up going from "one" to "many" by not paying attention to which end of the data finishes up at which pot, or not paying attention to which end of things data is getting shifted out of. There I am, tweaking my test pot, measuring the resistance of one of my digipots, and getting nothing happening, when all the time I was tweaking a different pot. Or alternatively, tweaking, and seeing movement, but it doesn't make sense because the data is backwards.
SDO to SDO isn't right. SDO from one chip goes to SDI of the next. Output from one to input of the next - logical, right?
The chip select and clock lines, however, *are* all connected together, so it's easy to get in a tangle with this stuff.