I have never tried it. I have heard people say they have, but nobody whom I know well. The word I hear is it does a pretty good job stiffening up the nickel wire to get more solidly formed
coils. Logically, the increase in wire mass should work like a standard twist to increase surface area, with the same drawbacks and benefits twists have. It's also just about guaranteed to make your TC circuitry less accurate. The Ni wire will still carry most of the current and voltage, but it won't do all of it, some portion will be carried by the kanthal (inverse proportion to the percentage of sum of total resistance for each conductor, technically). This will mean the resistance of the combined
coils will track less completely with temp.*How much* it will do, I don't know. I suspect it'd depend on the chipset, too. One thing I am sure of: that's at your own risk.