How to have more than one app in desktop space?
I've just tested now and I'm able to do that (multiple full-screen applications and switching between them with Command + Tab), but it could very well be because I'm using TotalSpaces, an add-on that greatly improves the usability of Spaces. 

Note that with OS X El Capitan and later you need to disable parts of System Integrity Protection (SIP) for it to work.