Why not do something like this?
$s1 = New-PSSession -ComputerName xxx -Credential (Get-Credential)
$s2 = New-PSSession -ComputerName zzz -Credential (Get-Credential)
Enter-PSSession $s1
.
. # do stuff on xxx
.
Exit-PSSession
Enter-PSSession $s2
.
. # do stuff on zzz
.
Exit-PSSession
# now you're back on local machine
Copy-Item C:\Temp\xxx.txt -destination c:\junk -FromSession $s1 -ToSession $s2 # between 2 remote sessions
Copy-Item C:\AnotherDirectory\SomeotherFile.txt -Destination -FromSession $s2 # from remote to local
Enter-PSSession $s1
. . . Continue working
Exit-PSSession
$s1,$s2 | Remove-PSSession