i think it is fine using both at the same time, although i only use either 防潮管 or 抽濕大象 each time. i don't think it would do any harm to your piano, but just make sure that it's not way too dry that it starts cracking. it doesn't usually happen, but it's better to be caution to this.
one more thing, to my experience, you don't need to use 防潮管 in winter because it's not humid. it's always better to not use it when you don't need to.