I understand that the PWM frequency must be very high if not synchronized
with the multiplex frequency.  I actually could use the digit driver lines on
the first PIC to syncronize the dimmer PIC.  The dimmer PIC could turn on for
a certin amount of time every time it got a digit drive signal.

The more I think about it the more I am inclined to do an analog solution.
 It would probally be cheaper, easier to build the boards, and more reliable
to use the 509, but I am not building more than a couple hundred of them and
I loose money every day I spend in development.