You can share a single atlas asset (the asset with name suffix _Atlas) between multiple SkeletonDataAssets (asset with suffix _SkeletonData). For this you will then need to pack images by folder structure, where you can group shared assets accordingly. If the multiple atlas assets are not all automatically assigned upon import of your skeleton, you can ignore the warning and manually fill the SkeletonDataAsset's Atlas Assets array in the Inspector with all required atlas assets.
You can find some forum postings like this one regarding this topic:
Optimize draw call on unity
You might also want to setup command line export, described in this longer thread:
Question regarding asset integration
If you would like to use single attachments from an atlas that is not in the initial skeleton project, the above forum thread also adresses this topic. This forum thread might also be interesting:
[Tutorial] How to attach items to your character
Also you can take a look at the example scene Spine Examples/Other Examples/AtlasRegionAttacher that comes with the spine-unity unitypackage.
