Ethical nature of multiple post-doctoral applications
There is nothing wrong or strange to apply for several fellowships and funding as you describe. The opposite would mean you have to gamble on one and hope it comes through. What can be a bit problematic is perhaps if each proposal causes a lot of work for somebody in a department if you later is a no show despite funding. In such a case it would be good to let people know you are sending in other applications as well so they are not completely in the dark about your situation. I am sure everyone will be sympathetic. If they are not you may not want to go there anyway. 

The risk of getting money from several of your applications seems like a luxury problem. Yes, you have to decide which one to go for but that should be a pleasant problem. I would tackle the problem IF it becomes reality and not worry about it at this stage. Your first step is to get applications in, not worry about what to do when and if any funding comes through.