In highly dissipative collisions between heavy ions, the optimal conditions to investigate different de-excitation channels of hot nuclei such as evaporation, fission or multifragmentation are well known. One crucial issue remains the excitation energy region where fission gives way to multifragmentation. In this paper, the onset of multi-fragment exit channels is investigated in terms of sequential fission. For the first time, the dynamical approach based on solving Langevin transport equations in multidimensional collective coordinate space is used to follow the de-excitation of highly excited (up to E* =223-656 MeV) 248Rf compound nuclei. The sequential fission model we propose contains two steps: (1) time evolution of the compound nucleus up to either scission or residue formation, followed by (2) dynamical calculations of each primary fragment separately. This procedure allows to obtain from one to four cold fragments correlated with the light particles emitted during the de-excitation process. Experimental data measured with the INDRA detector for the 129Xe+ natSn reaction at beam energies 8, 12 and 15 MeV/nucleon provide strong constraints for this sequential fission scenario.