Will a 0402 0.01 µF ceramic capacitor next to a 0402 0.1 µF ceramic capacitor have any power decoupling benefits?
This is a bit of a controversial subject. Some people seem to feel that a capacitor beyond resonance has no benefit for bypassing. Others point out that even past resonance the part is basically just a very small inductor short-circuited to ground and it still has fairly low impedance.

This plot from Murata shows the (magnitude of the) impedance vs. frequency for three different capacitor values in the same package (0402):



This shows that after a high value part (like 0.1 uF) passes resonance, a lower-value part (like 0.01 uF) just barely achieve a lower impedance before it too hits resonance and its behavior becomes dominated by its inductive parasitic, which is basically the same as in the high-value part. 

That said, as others have pointed out, the more capacitors you can put in parallel, the more you reduce the series resistance and inductance of the ensemble of parts; so adding more parts is going to help at least a little bit.

Edit: 

I should also point out that if you start considering larger values in larger pacakges, say 1 uF in 0805 and 10 uF in an electrolytic A-size package, you can definitely improve the impedance at lower frequencies (below 10 MHz).