I think it's ok to be a bit selfish here, within reason and do what's best for you. I am a manager in a large pseudo government organization. I hire a fair number of IT workers with high demand skills. It's just part of my job knowing we are going to lose some candidates at various phases, and even after they start.
In terms of burning bridges, if someone turns us down either early in the process or late, they are generally not going to get a second chance. No ill feelings against them, we just want people who want to be here.
I don't know if you can get away without telling the 2nd job that you haven't taken the 1st job though. Unless things are different in Canadian government jobs, that will come out in background checks and if you weren't forthcoming then you'd fail the background check.
Your best bet is, if you accept the first job, then tell the second job you are planning to take it, but you'd prefer to work for them (if you are at least leaning towards preferring that). If they really value you as a candidate, they'll expedite the process to get you an offer quickly.
If their hands are tied by requirements for a lengthy interview process and D&I panel interviews, etc, then they may disclose that and either offer to continue to go forward with you or decide you aren't worth the trouble.
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