For Individual Fellowships, the Supervisor may supervise two or more fellows in the same host organisation, provided that the obligations of the beneficiary institution stipulated in the H2020 Model Grant Agreement for MSC IF are respected. In particular, the beneficiary must ensure that the researcher is adequately supervised (see Article 31.1.h of the MGA).
The Guide for Applicants for MSCA (IF) http://ec.europa.eu/research/participants/portal/doc/call/h2020/h2020-msca-if-2015/1645199-guide_for_applicants_if_2015_en.pdf also states that the Experienced Researcher should be well integrated within the hosting organisation(s) in order that all parties gain the maximum knowledge and skills from the fellowship. This includes ensuring that the foreseen training-through-research takes place.
The European Charter for Researchers quoted in the Guide underlines the availability of mentors involved in providing support and guidance for the personal and professional development of researchers, thus motivating them and contributing to reducing any insecurity in their professional future.