You can change the Joy Cons when the batteries are empty without taking the console off.
I bought a second set of Joy Cons (because I prefer to play on the TV) so that I can continue playing while the others load again
The problem is that the active Joy Cons are still connected, can't you somehow switch them off and connect the other Joy Cons?
Yes should go. Then have to go into the menu and reset the controllers and then connect the others.
You do not need to switch off the others or something, the console recognizes which one you are currently actively using. Would be nice annoying if not have four joy cons and NEN per controller, and no matter which one I take, it works immediately, the rest are only activated after use.