I've tried paralleling 20 CHIP LEDs on a single PWM pin before.
All the LEDs glowed normally and the circuit worked fine.
However, I don't know how many milliamps 20 LEDs draw.
For reference, the circuit voltage was running at 3.3V and there were no resistors in the LEDs.
How many more LEDs can we make work this way?
Connecting a leds without resistors is a bad idea.
Especially if there are a lot of LEDs.
You should ALWAYS use a resistor to limit the current through the pin.
The rated current per pin for pro micro is 20 mA, the maximum current is 40 mA. By connecting a LED without a resistor, you can easily exceed these values even with one LED. The result will be damage to the Arduino controller
Use a transistor or mosfet to drive the leds. By using leds always using a resistor. For leds you must know the voltage drop and the nominal current. Reading the datasheet is essential.