In Avernum, there's a couple of rooms {which apparently only hold one character} where I can leave someone on hold. Are there any other places in the game where I can do that, and do they all hold that one character, or can I leave multiple ones in limbo while I experiment with different builds?

You don't need to roll the other four characters. Solo runs are entirely possible. But if you mean places to drop characters off, I'm not sure, as the thought never occurred.

Also, for clarity, do you mean Avernum 1, or Escape from the Pit?