For $N=4$ we get the projective cubic curve
$$
x_1^3+x_2^3+x_3^3=(x_1+x_2+x_3)^3.
$$
But this is just the union of $x_1=-x_2$, $x_1=-x_3$, and $x_2=-x_3$, contrary to your requirements. Hence $N \geq 5$. Therefore Gerry Myerson's solution is optimal.