Not only are you allowed, you are encouraged to do so. We are Independent Contractors when we work for these companies and part of what helps the companies justify that status to the IRS is to show that shoppers who work for them on an occasional (or even regular) basis also work with other companies as well.
What you cannot do is be an employee or owner of a mystery shopping company that competes with companies you work for as an Independent Contractor. (Employee is defined as salaried or hourly worker who is paid normal wages, has taxes and/or FICA withheld and receives a W-2 at the end of the year. Independent Contractors have no tax or FICA withheld and receive 1099-misc forms at the end of the year from companies for whom they have done $600 or more in fees and bonuses.)