A loop with an event structure will not continue until the code in the current event case has finished running, so the only way you could really have this is by running the VIs (tasks) using an invoke node and setting Wait Until Done to F. Another option is to have each task in its own loop and have it wait until the event structure fires it, by I don't like that (a loop for each task). You should keep in mind that events are stacked, so if two events happened, they will both be handled. In general, you should not use the event structure used for user interface to run the code. You can have the event structure place commands into a queue and have a different loop take care of those commands (and there you should do what I suggested in the beginning).
BTW, do you really need the tasks to run parallel? If they are short, the user won't notice any delay.
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