Current GemBox.Document class is not thread-safe. If you start mail merging in multiple threads it will probably end up with an error.
Since merging of huge documents could be time consuming and since most of the processors nowadays contain two or more cores it would be nice if the merging could utilize the full power of the CPU. That means to
- split the merge into several threads, every working with its own document model
- run them in parallel
- wait till all threads are complete
- join all document models into the final one
However, this is not possible now. At least not when you have custom Document.MailMerge.FieldMerging event.