Hey,
I added actuators in my car, and then I had to add 2 relays to make the keyless entry work.
So, this is the diagram I followed:

My question is, for 85, 86, and both 87s that go to 12v(+), can you just piggyback
those wires on top of each other? To be more specific, for the relay on the left,
I spliced the 85 wire to the 87, and then for the relay on the right I spliced 86 into 87,
and then connected both 87s to power.
Then on top of that, I needed another relay for the parking lights, so I again piggybacked
the parking light relay onto the previous two. The reason I was doing this was so I
didn't have to mess with the constant power wires of the car anymore.
¿Is this an ok practice?
you should be ok with the power wires....there doesn't seem to be that much load for what you are doing..just make sure (if you plan to do this again for other applications) that your load isn't alot...thats where you might run into problems.

How can I test the load, with a DMM? I am going to hook up the relays for the actuators exactly as above, so only 1 of the 4 red (power) wires will actually go to the car's 12v constant wire....and the other power wires of the two relays will be connected together. So I'm ok to do this? (And I'm going to fuse that 1 power wire).
you can test the load with a dmm of anything up to 10 amps of current anything after that and you can really screw your meter up. generally an actuator gets fused with a 7.5 amp fuse per motor so this is ok . It is a common thing to jump power wires on a relay but you always have to know your load or at least have an idea of the current draw with anything when working with relays or power wire in general.