Not every part of your query should be parallel. Use AsSequential to drop back into single-threaded mode for specific operations.
Imagine you are doing heavy math in parallel, but then you need to update a shared resource that isn't thread-safe (like a legacy COM object or a non-concurrent dictionary). You do the math with AsParallel and then switch to AsSequential for the final update.
var query = data.AsParallel()
.Select(x => HeavyMath(x)) // Parallel
.AsSequential()
.Select(x => UpdateSingleThreadedResource(x)); // Sequential
You can limit the number of threads PLINQ uses with WithDegreeOfParallelism(n). This is critical if your app is running on a server with 64 cores, but you don't want to starve other applications of CPU during a query.
Q: "Can I use PLINQ with EF Core?"
Architect Answer: "NO. AsParallel() is for in-memory collections. Databases already handle parallelism internally using their own execution plans. If you try to use PLINQ on a DB context, you will likely cause thread-safety errors as multiple threads try to use the same database connection simultaneously."