Yes, smart switches can be quite annoying like that! There are several ways to lick that problem.
Use a block connector that allows a lot of wires.
They make "stab blocks" that are a row of terminals, each with a "back stab". You jab the wire in, and it grabs it. They make these blocks to take up to 8 wires.
Or the MAC Block Connector: which has 2 larger holes, but each hole takes up to 4 wires. (It's intended for 1-4 copper wires to splice to 1-4 aluminum wires, but if you use them for all copper, I promise not to tell ;)
Now, since the smart-switch wires will be quite a bit smaller than the bulky #12 or #14, and may be too small to work properly in a stab or MAC Block, I suggest bringing all the smart-switch neutrals together on one wire nut, with a "pigtail" jumper to the group of heavier wires. You can easily nut four #18s to a #12.
Daisy chain wire nuts.
Your notion was to split the neutral wire to 2 or 3 "pigtails" then have each one go to another wire nut, which then ties to the various lamps and smart switches. That is perfectly fine, and a very logical way of thinking about it.
However, you can also "daisy chain": Join supply, lamp 1, lamp 2, and a pigtail to nut 2, which adds lamp 3, lamp 4, and a jumper to another pigtail, to nut 3 which has all the smart switches.
It would sure be nice if wire nuts took more than 4 wires! Now, first, with wire nuts, be aware of your "personal minimums". I have nuts that the book says absolutely max out at six #12. I've tried six #12, and let me tell you, no thanks. It's too twitchy, too hard to get right. And I'm good at wire nuts!!! I am more comfortable working with wire nuts in the "middle" of their range; so if the nut says 2-6 #12, I'll use it for 3, 4 or 5. (and go down or up a size for 2 or 6).
But second, yeah, shop around. They make all sorts of bigger nuts - the world doesn't stop at red nuts.