Depends on the dual VCF in question. Some of them, like Doepfer's A-106-1 or the Intelljel Morgasmatron, have their basis in the Korg MS-20 Sallen-Key pair. While they have two VCFs, they're more intended to be used in tandem for thruput of a single audio signal but you can always screw around with that bit of architecture. Others like the Erica Dual VCF or Radikal's RT-451 are more like true dual filters with varying degrees of linking capability.
Frankly, I like the MS-20-based ones. That Doepfer, also, has an insert point in its resonance path that has MASSIVE abuse potential, allowing all sorts of things to be patched into the feedback path to majorly screw around with the behavior of the filter(s). Consider what would happen with, say, a monophonic delay line in there...fun!