I play double glissandi in Alborada the way it's written--with 2-4. If you do it right I don't see how double glissandi in 3rds, 6ths, or even octaves are more difficult than single ones. There are two important points. First, find coordination, when your first joint is absolutely relaxed, and others little more stiff, but as much, as just to keep the shape steady. Of course your arms and your body should be completely relaxed. Second, you should find right angle, when both your finger nails "face" the key' edges. To get this angle, you should help with your arm. Start practicing very light. When you get used to it, add little more sound. And don't worry about it too much--hopefully, that's the last problem in the piece.