Sorry for the delay, had to wait until I was somewhere with real hardware to test with.
Unfortunately these tests aren't passing on Windows for me. I get a failure in IBaseFilter_Pause(filter2) with HRESULT_FROM_WIN32(ERROR_NO_SYSTEM_RESOURCES). If I get rid of the Run() call on the first graph, pausing filter2 succeeds, but the subsequent Run() on the second graph fails with HRESULT_FROM_WIN32(ERROR_BAD_COMMAND). So I guess it tolerates multiple connection, but only the first one can actually be run?