You can use multiple AXE027 cables and tie each PICAXE program to a specific cable by using the #COM directive.
You can also mitigate the problem of downloading the wrong code by having each program allocated to a particular #SLOT with only one chip calling each specific slot. Or have one program which works differently for whichever chip it is downloaded to; by determining which chip it is on from data in EEPROM or by reading hardware inputs. Those tricks won't prevent downloading the wrong code but the wrong code won't run or cause a problem if it is accidentally downloaded to the wrong chip.
But the general answer is there's no easy option; one has to take care and ensure you are plugged into the correct PICAXE chip for the download invoked.
You could build a switch unit which routes a single jack input to the correct PICAXE or to multiple jack outputs to make life easier.
