I patch one directory, then manually copy the patch file to the other directories. I have never had any issues doing this.

Just to be clear, when I fire up all the WoWs, if it says it needs to patch, I cancel all of the secondary WoWs and just let the main finish. Once the main is done, I open the WoW directory and then copy just the patch file (not the downloader or anything else) over to the other WoW directories. Once the patch file has been copied, I just double click the patch file in each directory to run them.