Parallel MOSFETs to get more current (40A adjustable current source)
You have two problems


Paralleling MOSEFTs in this mode is unstable. However, you could parallel the outputs of several totally independent current sources, each with its own power device, Rs and opamp.
Most MOSFETs will not like operating in linear mode like this, they are designed and specified for switching operation. Internally, MOSFETs are hundreds, if not thousands, of separate small FETs. When switched fully on, they share current nicely, their resistance changes with temperature so that any hotspots on the die shed current and cool. When operating in linear mode, they are unstable, with \$V_{GS}\$ changing with temperature so that any hotspots on the die get hotter and quickly run away thermally.


If you check out the Safe Operating Area (SOA) graph for many power MOSFETs, you will find curves for various pulse lengths, but rarely a DC curve, they are simply not specified for dissipating significant power under DC conditions. During a short pulse in the linear region, or during a transition between off to on, the die does start to run away, but the linear event is over before any damage is done. If you check the SOA graph for BJTs, you will always find a DC line, they will work to DC.

You have three options.


Find FETs that are specified for DC operation in the linear region. These are few and far between, and relatively expensive. They are usually intended for audio amplifiers.
Operate the FET at a fraction of its rated switching dissipation, perhaps 20%. This is probably safe.
Use BJTs. Darlingtons often have current gains above 1000, so do not present too much of a load to your current servo opamp.