For a set of entries, I have the fieldset assigned at the entry level in fields.yaml.
Reading this paragraph from the docs, it seems you can set an alternate fieldset for individual entries: http://statamic.com/learn/control-panel/fields-and-fieldsets
Entries are unique in that they consist of an entire folder full of similarly structured content files, all sharing the same fields and defaults. In order to make a fieldset globally available for an entire Entry type, you place a fields.yaml file into the folder with either the desired fieldtype to use, or a one-off fields configuration. In other words, you can set your fieldset right on the spot, or re-use any set you’ve created already.
But apparently that means you can set the fieldset in every every entry OR globally once in fields.yaml. You cannot set a default for those entries, and an override (which is what I assumed).
It might be a good feature to allow the global + override pattern to work.