One thing that might matter is that if all distros use the same swap partition for hibernation, you shouldn't boot one distro after hibernating another or you might overwrite the saved RAM contents.
If you use different swap partitions or files, you probably should still avoid writing to a partition that belongs to a distro that isn't actually shut down.
I think the easier solution would be not to use hibernation - either shut the system down properly or use suspend-to-RAM.
If everything works, the bootloader should be whichever GRUB version comes with the distro you install first and the other distros' installers should just add entries to boot them.