Consier his ::cancelled signal handler

 static void
 on_cancelled (GCancellable *cancellable,
               gpointer      user_data)
 {
   MyData *data = user_data;
   g_cancellable_cancel (data->other_cancellable);
 }

where data->other_cancellable != cancellable. It will deadlock if being called from g_cancellable_connect(). Should either do the callback without holding the lock or should use a lock per cancellable.

(While on this topic, it would be nice to have some more convenience helpers on GCancellable - for example some way to add timeouts (what I tried to do here) and maybe also a way to chain cancelables together. I find, writing applications and libraries, that it's a little lacking as is.)