I've done my DK's in groups of five, with no issues whatsoever that I can remember. There is a fair amount of phasing in the DK starting zone of course, but you're handing all those quests in simultaneously, so they'll pretty much move from phase to phase together. Only minor things I recall are quests like the one when you have to kill a dark rider to obtain your mount, that's something you'll have to do once for each character - but that's normal for any quest that will only count for one character at a time. Just create your three DK's, group them up and off you go.