You could do that, but im not sure if the pins will fit back in the connector if they are double stuffed with wires. Why you are doing this to the ATX connector for them to share the load im not sure, the 24 pin connector doesnt provide a ton of power, its the 4/8 pin CPU connector and 6/8 pin PCI-E connectors you should be concerned about not the 20/24 pin main.
I would just jump their two green wires together so they start up together and then distribute the CPU and GPU loads between the two.
Thanks for the quick answer. My PCI-E runs directly from my motherboard and doesn't have a separate connector for it. I am just wondering if this would work. I am not planning to use this setup yet.