Margin width depends on creepage and clearance requirements of a standard document, which will have a table in it of different levels of insulation,and the environmental conditions in which it will be operated. It isn't as simple as always using 6mm creepage, 4mm is also a common one, especially in lower voltage telecoms which are popular for app notes. But yes, margins as in the diagram walls posted. Not 3mm thick between windings. 3 layers of thin tape between pri and sec.
Having multiple transformers with windings in series or parallel is certainly possible. There's something interesting I've read about but not seen where to get a very low profile, multiple transformers each with the same turns ratio have all their primaries in series and their secondarily in parallel, e.g 10 tiny transformers with a 1:1 ratio makes a 10:1 transformer. The power brick on my laptop is only about half an inch thick and 100W and I'm itching to destroy it to see if this is what they've done.
I don't know if you'd have to take measures to share current between them. You would have to do it in such a way that the flux is balanced in each transformer. This might concern you as I don't know how you're rectifying the secondaries, but the common centre tapped secondary with 2 diodes for rectification won't work if the 2 halves are on different cores for this reason.