Yes - they can be connected in parallel, but there is no guarantee that they would share the current.
If they are being used in a linear mode, then the one with the lower threshold voltage will probably take all the current making the other superfluous.
In a switching mode you stand a better chance, but the current would be shared according to Rds(on) and temperture.
If the one with the lower Vgs(th) had higher Rds(on) the share of current will swap at some point. A feature you can take advantage of if you are biassing audio amplifiers.
You would probably fail the interview if you gave a definite "yes" or a definite "no". The demonstration of your knowledge of the subtlety of the situation is what will make you successful.