You can apply while PGWP is in progress. If you get an Invitation to apply for express entry while your PGWP application is still pending, you will have to do the following steps.But Yeah ! I believe you shouldn’t apply while one application is already in process.
https://www.cic.gc.ca/english/helpcentre/answer.asp?qnum=1134&top=29
I am watching a race between IRCC and WES, who will come first.