Is it safe to make a dual supply out of two wall adapters?
I see nothing particularly unsafe about attaching these two specific wall-warts together to produce a split supply. However, there may be some issues related to their different switching frequencies that might cause audible problems when used with an effects pedal. To counter these I would use some form of filtering to reduce the output noise of each wall-wart. 

Difficult to say what form the filtering would take but I expect that 100 uH inductors in series with both wires and a decent 10 uF capacitor after the inductors would be a good start. Each wall-wart would require this filtering and then the common wire can be joined. I might also consider using linear voltage regulators for positive and negative supplies before feeding to the pedal: -