As i understand from your issue what you are trying to do is serve same message parallel and store them in a file in parallel executions.
If So the way to achive this is to use the clone mediator.The clone mediator will split the message into number of identical messages which will be processed in parallel
You can refer clone mediator documentation by [1].
As per the your scenario you can use iterate mediator to iterate as per file names in your parant message samples on iterate mediator can be found at [2], And sample on [3]
[1]. http://docs.wso2.org/wiki/display/ESB460/Clone+Mediator
[3].http://docs.wso2.org/wiki/display/ESB460/Iterate+Mediator
Thank You, Dharshana.