It's easy enough to split a file into smaller pieces, but splitting an XML file into smaller pieces which are themselves well-formed XML files? Can't be done.
But perhaps your XML documents have some specific features which allow you to split them into a set of sub-documents which, with little modification, could be made into well-formed XML files?
As for doing the split before you start parsing, I wouldn't recommend that. If your idea of a split is even possible, it should be done by software which understands the rules of XML, and that means a parser.