Split up PC's

[Toboo]

So currently I'm running a lovecraftian GURPS campaign, all my PC's are realistic normal human beings,( for the most part) a crooked cop, a mob boss, a flapper girl, an up and coming black musician and a slightly paranoid paranormal investigator. A lot of these characters have little reason to work with each other, in fact, most of them have reasons to not want to be near some of the other characters, so what I have been doing is having them being split up in sessions, whether its alone or with a few other people, this creates mystery of some players knowing things others don't, I do plan to have times where they'll all be working together, but I definitely don't want it to be all the time. There's only one problem, a lot of the players are getting bored/irritated when they have to sit out during other people's sessions, any suggestions on how to solve this, making each session quick so the players don't get bored waiting, have some of the players put together small campaign for simpler RPG's they can play in the meantime like dungeons and dragons? There are probably a lot of GM's that are more experienced dealing with PC conflict than me so I would like to hear some good input.