Yes, if you want to do it all on one machine, you could just spin up each session on a different port, by setting the PRODIGY_PORT environment variable. For example:
PRODIGY_PORT=8080 prodigy ner.manual dataset1 en_core_web_sm data1.jsonl --label A,B,C
PRODIGY_PORT=1234 prodigy ner.manual dataset2 en_core_web_sm data2.jsonl --label D,E,F
The first Prodigy server will then be started on localhost:8080, and the second session on localhost:1234. If you’re running it yourself in your terminal, you’ll either need a new terminal session per command (e.g. a new window or tab), or use something like tmux. You can also make the whole thing more elegant by wrapping it in a shell script so you only have to run one command to start everything.