When purchasing multiple tickets as an England+ member within the priority window, it is not required to assign FANs to your other tickets. If you do try to assign FANs to tickets and they are not a part of England+, you will get the message, "Although the FAN number and date of birth are correct, the customer is unable to purchase seats for this event".
You are still able to purchase the tickets without assigning FANs to each ticket so please proceed to do so.