I would like to load one or more .fsx files into the F# interactive and have all the functions defined in the .fsx files in scope so that I can dir
If you don't declare a module in fsx file, it implicitly creates a module the same name as file name.
Therefore, you can always refer to another fsx file using fully qualified names or opening respective modules before use. For example, in Script2.fsx you can do:
#load "Script1.fsx"
open Script1
// Use functions in Script1.fsx
// ...