Is see.
Yet it is not an optimal solution. If I want my targets to be coherent, the "Windows" target of the GUI project should build both the OGRE and the SFML versions (as you pointed out). The thing is that the SFML version is absolutely not needed by the main project, but it will be listed as a required dependency, and as such, be compiled every time along with the OGRE version.
I agree my setup may be a bit weird, but my initial request would make things much simpler : I only need C::B to check if the library output file has changed, and if so, re-link.