If you're referring to the files under the Generated Files folder, you won't see them change if all you change is the target platform (well, unless you've placed #ifdef blocks in the IDL that use platform-specific defines). Remember, the output of MIDL is source code, not binaries. The names of the datatypes used in the generated code won't change, so the output from MIDL will be the same even though the machine architecture the compiler is targeting is different.
You can verify this by making copies of the XXX_i.h and XXX_i.c files and comparing them between platforms. To do this, Build, make copies, Rebuild, then compare the files; the only thing that should be different is the timestamp.
So, to get back to your original question: you're already doing it!