By using different continuation methods, we unveil a wide region in the parameter space of the discrete cubic-quintic complex Ginzburg-Landau equation, where several families of stable vortex solitons coexist. All these stationary solutions have a symmetric amplitude profile and two different topological charges. We also observe the dynamical formation of a variety of "bound-state" solutions composed of two or more of these vortex solitons. All of these stable composite structures persist in the conservative cubic limit for high values of their power content. © 2012 American Physical Society.