Legions can build roads, which is quite handy. Can you use a worker to improve a tile while a legion is constructing a road at the same tile?
No, unfortunately. You have to wait until the legion or worker is done.
If you want to build a road fast, the combination of a worker and a legion can be very useful. Since they can stand on the same tile, you don't have to waste precious turns while moving around the other unit. This is especially valuable in rough terrain.