Can we make MULTIPLE COPY/MOVE (in parallel) to same target disk?

It is a good practice (either recommended or not recommended) to do multiple (in-parallel) file transfers to same target?

I mostly care about backups – i.e. I create C & D disk backups in parallel to external HD, and how filesystem handles when two concurrent operations try to write the data on the same sector?
is there any theoretical glitch that might happen in such cases? (i.e. even if any single byte of first transferring might be overwriten by the second transfer?)