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Generally speaking this is a bad idea. If everything is one data source, Tableau can more easily share query results between the worksheets. If they are different data sources, Tableau will have a harder time sharing information.
For 330,000 records in Excel, you should probably just create a data extract. That should be very fast for that small amount of data.
In some cases, separate connections might be faster. For instance, creating two small aggregated extracts might be faster than one large extract with every record. But probably not in this case.