Even though dashmug's answer is correct, I found that the way I was trying to make it work was quite close to a valid solution too. As explained in this github comment it is possible to reference other files in the resources section:
resources:
- ${file(resources/first-cf-resources.yml)}
- ${file(resources/second-cf-resources.yml)}
Provided that each those files defines a "Resources" key of its own, like:
---
Resources:
MyCFResource:
Type:.....
What I didn't manage is to have a mixed approach such as:
resources:
- ${file(resources/first-cf-resources.yml)}
- ${file(resources/second-cf-resources.yml)}
SomeResource:
Type: ...
So I just have a resources/base.yml for that instead.