Well the fist thing I did is to break the connection from the ground to the earth reference, so all supplies are floating.
I did try 12V on one supply in serie with 3.3V on another supply, while it did seem to work fine, as soon as I would shutdown the 3.3psu (leaving the 12V on), it would die.
It would just not work, no spark, no smoke, and when turning on/off the power switch a faint whisltling with frequency doing down (inspection didn't show any clean component that died, power resistors, FET and diodes are all ok)
Did the same with another supply (same model) an used 12V + 5 to have 17V, worked fine for a while, however the 5V supply stopped to work suddenly (load going though it without being on would be in the order of 30-40mAmps), It was connected an ups and the ups entered in failure mode. I reconnected it directly to the mains and I got a nice firework from inside the box.
The result is: Fuse burnt: 2 Transistors on the high side burn, couldn't find something else gone wrong.
Any idea if there is an extra protection to add to these cheap supplies in order not to fry them if they "pass through" current while their being turned off?
Edit: Corrected the horrible spelling, typed too fast on smartphone with autocorrect turned off, and while too tired ;-) Sorry.