Can't say I've ever tried, but it supposedly possible.
When you are running your DP job, you CTRL+C on it to switch to the command mode. You should then be able to use "PARALLEL 2" to switch the DOP. I'm assuming it finishes the current file before it reduces the DOP.
Like I said, not tried this myself, so I can't report on it. I suggest you give it a go first.