This is very similar to the other issue just posted here. You need to model each slave as a separate covergroup instance.
covergroup onehot_cg(input bit position, ref bit vector);
encoding: coverpoint ((1'b1<<position) & vector) != 0 {
bins hit = { 1 };
}
option.per_instance = 1;
endgroup
onehot_cg cgi[NSLAVES];
foreach (cgi[i]) cgi[i] = new(i,ADD);