Yes, you are allowed to play more than one game simultaneously during a deposit bonus.
However, keep in mind that once the wagering requirement is met, any remaining winnings will be voided. For example, if you have two slots running—one on auto-spin and the other in a bonus—if the auto-spin slot completes the wagering target, any subsequent winnings from both games won’t be credited. This is important to consider if you plan to play multiple games at once.