Do the Monte Carlo people all know about Barash and Shchur's work? They made an RNGSSELIB and PRAND (using NVIDIA cards), but the main contribution is that they incorporated a new way to generate multiple streams not by re-seeding the generator but by skipping ahead, even with Mersenne twisters. It is the only simple way to get parallel streams, and it didn't exist just a few years ago. You still need to be careful in various ways, but this helps a lot. A lot, a lot.