Is it OK to use so twice in immediate succession?
I'm not saying so, so you quit your job.
And does it sound better with this in place of the first so?
It is possible to have so, so in a sentence. However what you are trying to say (looking at your comment on your question): "I didn't say that, so that (= to make) you quit." asks for different wording, for example:
The problem is, in a sentence like "He did that, so she did that." in English this means, he did something and then as a matter of fact she did something in reaction. In other languages the word so after the comma may imply that his intention was that she would react, but in English this is not the case!