I wouldn't suggest doing that.... Dual winding chokes are typically, Common Mode Chokes, used for ac filtration where the live wire and ground/neutral(or out of phase live) are wired out of phase so that the magnetic saturation from the out of phase power 'cancels' but in phase noise is dealt with as an inductor does.... This allows much smaller inductors, where aplicable.
If you're going to ask questions it would be helpful if you'd be a bit more detailed. How to you expect advice unless we know what the application is? A power supply? But what application, voltage(s) currents....?
