This is a very timely and controversial topic. Here's what you should consider based on the statistics being analyzed from the recent matches in Sports medicine, shoulder/elbow, Hand, and trauma. In general, those residents who match interview between 8-10 programs (there are obviously going to be exceptions to this but these numbers are pretty reliable). So if you're going to 15-18 interviews you're likely going to far too many (unless the person is just not going to match no matter how many interviews they go to).
So back to your specific question -- While you could probably save some money by doing interviews at the AAOS will you really get a feel for the fellowship? You certainly won't be able to spend meaningful time with the current fellows which most applicants find to be absolutely critical in their decision-making. You also may not meet all of the faculty if they are not all present at the meeting that year.
Believe me, those of us involved in resident and fellow education are sensitive to the cost issues. Truth be told, however, we also interviewed at about the same number of programs back in my day and yes I was definitely in "Fellowship Interview Debt" for a while but it was worth it to be able to meet and see the programs, the faculty, and their fellows.
A final thought - the OTA has tried to do this by having applicants fly to the OTA meeting but one of my current PG-4 residents applying in Trauma this year found it to be not that helpful since he now has to fly to all of the programs for the "official interview".
I hope this addresses your questions and good luck in the process!
wnl