Typically, no. Same scenario shops at the same location, same time are considered double-dipping. The client has them with different MSCs to gain different reports/different shopper base. Having the same shopper perform the same shop with both MSCs at the same time means the client is getting a duplicate, useless report. Kinda defeats the purpose.
I suppose a case could be made in its' favor if you were performing two different, separate evaluations for each MSC. Not using the same start-end times, making different purchases, having different receipts, leaving and coming back, etc.... You'd really have to ask.
I have done Papa John's shops for different clients at the same time, when they were both nicely bonused. I ordered two pizzas, separately. One for pickup, one for delivery (their scenarios)... They were from the same Papa John's location. I'd just finished photoing my pickup pizza when my delivery pizza arrived.
I cleared it with the MSCs beforehand.
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Plan the work. Work the plan.