Different wallpaper for each homescreen?
AFAIK the default Android launcher does NOT allow you to do this. However, there are some launchers available on Play Store which let you do this. Regina 3D Launcher is one of them.

The other option I see is what you are already doing, using a live wallpaper like MultiPicture Live Wallpaper.

(I have mentioned some popular apps to do this, there are alternatives available, you can search on Play store.)