You can combine several single track ogg files to one multitrack ogg file by just concatenating them together. The result is one valid ogg file. After playing the first track of the so created multitrack file the player crashes. And even, if this kind of file is not supported, the player should not crash.
While the spec says you can do that, in practice concatenating Ogg files together is an absolutely terrible way to do multitrack, and very little supports it. This is particularly true for embedded devices where the standard makes a lot of assumptions about the kinds of resources that will be available that simply do not make sense for a portable device.
FWIW rockbox won’t crash on your player with such files, but it will ignore any additional tracks since its completely impractical for a portable player to have to parse an entire file (which is often much larger then its entire memory!) to figure out how many subtracks are in it.