There is nothing wrong with the way you have wired it, and if you have a problem with one circuit you still have the other. You could wire both PIDs to the same circuit as they are both low current devices, but I don't see any real advantages to doing that.
In Kal's diagram that I linked to, he goes from one PID's alarm output (#13 in an Auber 2352) in series to the next's, then to the timer's, then to the alarm and buzzer (you could do it with a single alarm/buzzer device). AFAIK, you can do the same thing, even though the PIDs are on different power circuits. Alternatively, you could run two lines in parallel, one from each PID's alarm output to the alarm/buzzer. Again, I don't see any real advantage to that, as the resistance from running in series is not enough to cause an issue in this application.