Data merge frame placement options

Hi

I'm using data merge for a layout which needs a series of black frames stacked on top of each other.

If I have a black keyline all the way around, I get a double thickness line between the frames.

If I have a black keyline around the top and two sides, it works fine apart from the frame at the bottom of the stack as it has a missing line.

The way to get around it to my mind would be to be able to put a negative measurement between the frames, but it's not an option:

Any ideas?

Thanks