Is this a Silverlight application? If so you would break your application into multiple XAP files and dynamically load those at runtime as needed. DAF provides the functionality to dynamically load a XAP file via ICompositionCatalogService. Each XAP file can contain it's own EDMX and anything else that's needed for the module.
Here's an example demonstrating how to do it. This example also demonstrates how to send messages between applications, even if the recipient application is not loaded yet. It may have some german comments left over, because I originally created this sample for one of my customers in Germany.