Possible to do parfor data import?

I'd really love to be able to do something like this (pseudocode):

parfor i=1:length(nFiles)

    myarray(i).var = tdfread(filename{i});

end

Obviously each run is independent of the other, but how do I parallelize this?

tdfread is CPU constrained, so I'm thinking I should be able to squeeze some performance gain out of this.