Have done it numerous times over the years. It's harder to do with aluminum arrows that have the taper on the end. The point has to break the nock then hit the taper just about perfect to split it and follow it down. The arrows that have nock inserts have a larger margin of error. Either way it's cool the first couple times. After that you tend to pull them apart to save one arrow.

I too try not to shoot at the same spot too much, but every now and again, ya just gotta group them