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Of course I run in a solution right after I post this.
Adding \usepackage{chapterbib} and running bibtex on each included .aux files seems to do the trick but it is a bit cumbersome.
This seems to work on my MWE but not on my actual file.
Some errors in the bib file might be the culprit I suppose.

Hello,

I'm working on a document that requires a few independent bibliographies. Some of the entries can be found in more than one bibliography. I'm using a documentclass based on memoir and using the natbib package and I'm compiling with xelatex (xelatex-bibtex-xelatex-xelatex).

I work in ...