The only workaround is to go Bela > Anders/Merrill (not both) >Fenris, but this only works if you break it off with both Bela and your second partner. Sleeping with the second person automatically breaks it off with Bela, and breaking it off with them of course ends that relationship, leaving you free to pursue Fenris.
Honestly, I only do multiple romances with my playboy/playgirl Hawkes anyway, because it just seems like such a douche move.
Urgh, that's such hard work! I'm so damn monogamous in video games that I've never had to learn that trick hehe, but if I ever try multiple romances in DA2 I'll be sure to (try to) remember it.
I did sleep around a little in an Origins playthrough, having some fun with Leliana before dumping her for Zevran. I actually found it really disappointing as Leliana never mentioned our relationship ever again after the 'you're dumped' convo, or that she was upset or jealous or wanted to keep my eyelashes in a jar....that discrepancy bugged me so it's put me off multiple romances tbh
Planning on a randy playboy Shep with a little black book mind you, so I'll give it one more shot with that character.