In the case you mentioned, EMG + EEG, there's already a 1 year fellowship for that combination if you just want to be able to read those studies in a more general neurology setting. If you want to be a neuromuscle specialist or an epilepsy specialist and get into all the other stuff that comes with them (surgical planning and imaging, high dose immunotherapy, etc) then you'd need to do both fellowships but it's unlikely you'd take full advantage of both of them.
The combinations listed above are good ones that tend to work well from a billing/private practice perspective. From a research perspective other combinations include dementia + movement, either movement or dementia + neuroimaging, neuroimmunology (or neuromuscle at some institutions) plus dementia (to get into the nascent autoimmune encephalitis field), etc. Often research fellowships at a large institution can include multiple fields in an ad hoc fashion so you train with the people from other fields whose expertise you need.