I don't know anything about bump mapping yet, but texture coordinates *are* retained within meshes - I've just been playing with direct creation of meshes in code
All you need to do to make the meshes is use something like this:
load object "MyObj1.x", 1
make mesh from object 1,1
save mesh "MyObj1.mesh", 1
To load back into an object:
` Load 3 different detailed meshes
load mesh "MyObj1.mesh", 1
load mesh "MyObj2.mesh", 2
load mesh "MyObj3.mesh", 3
` Load either mesh 1, 2 or 3
make object from mesh 1,MeshNo
` Reapply the texture - must do this!
texture object 1,1
The reference manual does seem to imply that you can load .x format files directly into meshes, so you may not need to convert if you already use .x files - you'll just have to try it.
I hope others are checking this - I'm still really a learner at this