My GM does it in a weird way that strangely works. The systems are treated as a strange multiverse, and the GM has his own GMPC with shared appearances among his games.
I thought this GM is going to be absolute shit but I quickly figured out the 'multiverse' is just a way to make players pay attention if they see a NPC that has a similar design to their DnD characters, and the GMPC is a support or healer NPC. The GMPC leaves the game when everyone is settled in the system.