Support for parallel execution in make implementation varies. Generally, using GNU make is your best bet. When NetBSD make is invoked with -jN, it will reuse the same shell for multiple commands within one recipe. This can have unexpected consequences.1 For example, change of directories or variables persist between commands:
all: @var=value; cd /; pwd; echo $$var; echo $$$$ @pwd; echo $$var; echo $$$$
may output the following with
--- all --- / value 32235 / value 32235
while without -j1, or with -B, the output looks less surprising:
/ value 32238 /tmp 32239
Another consequence of this is that, if one command in a recipe uses
exit 0 to indicate a successful exit, the shell will be gone
and the remaining commands of this recipe will not be executed.
The above example also shows additional status output NetBSD make produces in parallel mode for targets being updated.
Furthermore, parallel NetBSD make will route standard error from commands that it spawns into its own standard output, and may remove leading whitespace from output lines.
You can avoid these issues by using the -B option to enable compatibility semantics. However, that will effectively also disable all parallelism as that will cause prerequisites to be updated in the order they are listed in a rule.
 Note that GNU make has heuristics to avoid spawning a shell at all if the command is deemed safe to be executed directly.