ESD/surge protection with TVS and spark gap
A few questions: Is there any benefit of putting a spark gap and a TVS
  in parallel?


You would potentially save area, but I can think of a big reason why you wouldn't want to put a TVS with a spark gap underneath it. If you put solder anywhere near the spark gap you run the risk of shorting it out. That reason alone would be good enough for me to run them side by side in parallel instead of a TVS with a spark gap underneath. For me the saving of PCB area would not be worth the risk of shorting out the signal. 


  Will the spark gap be as efficient as it is in 'open air'?
  Depends on what kind of spark we are talking about here. If we are talking human body model ESD, the TVS should be able to handle the uJ's of energy that are delivered and there isn't a need for a spark gap. 


If your talking surge (like IEC61000-4-5) then you'd better size your TVS to handle that surge because it will get blown out if your not careful. Air breaks down at ~3kV/mm with a 0.2mm gap that's roughly 600V. The TVS is going to see the current before the spark gap below 600V unless the TVS breakdown is higher than 600V. If this is a low impedance surge current, the TVS has the possibility of blowing out. 

I would do one or the other (TVS OR Spark Gap) depending on what you want to protect and protect against. Either that or I would put some kind of current limiter between the TVS and spark gap with the spark gap facing the input of the surge.

There are also other devices that are better at protection than a spark gap depending on the design