Can Halo and PicoSure Focus be done in the same session?

Absolutely! Halo is a hybrid ablative and non-ablative fractional laser. It is one part of a comprehesive quiver of lasers. Like any device, it has risk, and those will depend largely on who is operating it, but it is very safe to combine with other devices. 
To ensure you are receiving the highest level of care, seek out a modernly trained, new-school dermatologic surgeon, oculoplastic surgeon, facial plastic surgeon or plastic surgeon who is board certified and fellowship trained in one of these “core four” cosmetic specialties. Membership in organizations like the American Academy of Facial Plastic and Reconstructive Surgery help to identify a highly trained surgeon.
Cameron Chesnut 
#realself hall of fame Physician 

These two lasers target the same skin condition. I would suggest doing these treatments individually and if you’d like to try both, alternate between the two. Consult with a cosmetic dermatologist who can recommend the ideal spacing between treatments. 

Halo and picosure focus are both fractionated injuries to the skin. Stacking them in the same treatment would be doing the same thing twice. I 100% support using them both to improve your skin in the following way: starting a treatment course with a Halo and maintaining or continuing treatment course with a pico fractionated treatment ( best option) or starting the treatment course with pico and, if the results arent what you want, stepping your treatment course up to a Halo. That being said, if you would like to combine treatments that have different mechanisms like BBL with Halo you will be more likely to get a better result. I hope this explanation helps.