SPX Options Condor Roll Risk

I've been practicing paper trading in Schwab thinkorswim (ToS) for a year. I know it's just a simulation for learning the mechanics of trading and that the fills and slippage are completely unrealistic. On that note, I want to ask about a behavior that ToS paper trading allows that may be completely destructive in live trading. If I hold a vertical credit spread, I can place an order to roll that position to the same expiration date but a bit further away from the money. For example today I had a 20-point SPX bull put spread, 6010/5990, and I placed an order to roll that spread to the same exp. date but down to 6005/5985, 5 points down. ToS labels such a same-day expiration move a Condor. I submitted this roll as a limit order for a $0.10 credit. In paper trading, given enough volatility and time, this order often executes, covering the brokerage fees and helping keep me away from the money. (I know it's JUST a simulation and may be completely unrealistic.) But here's my main question: I know that when working with multiple contracts in live trading, some contracts may get filled before others (which doesn't happen in paper trading). Since I have overlap between my old and new positions (6010/5990 down to 6005/5985), if I only had a partial fill and thus had positions under BOTH spreads, would I have shot myself in the foot, causing me to execute some of my own positions? If so, perhaps it's better to always roll to a different expiration and avoid the overlap (?). https://preview.redd.it/c9e1f95ssike1.png?width=1440&format=png&auto=webp&s=590c75d5dae1a8bef5615518417fe3c9ac23016a