KeyError in multihead.py example when not using num_workers on MPS

Hey everyone, first off thank you for developing this amazing library.

🐛 **Describe the bug**
So apparently there is a bug, which I am not sure if it is a bug related to avalanche or mps, but if you attempt to run the multihead example without the `num_workers` parameter set (which I would assume would default to 1), the training loop stops working and a KeyError is raised, with a seemingly random key.

🐜 **To Reproduce**
In lines 71 and 72 of the multihead.py example just replace with the following lines:
`strategy.train(train_task)`
`strategy.eval(test_stream)`

🦋 **Additional context**
The issue only seems to occur when running the script on 'mps' devices, as when running the same piece of code on a server with cuda the issue does not persust