as said you can but, if i understand well you are experiencing low performance writing to an USB drive: this is quite normal i dont think that multiple threads can resolve the slowness.

A decent write speed can be around 4Mb/s (and up to 46Mb/s) but for large files. If you are writing many little files performance drop down drastically. Maybe multiple threads for small files can result in less speed then sequential write.

You can find more numbers here and here too

HtH
L*