I think the safe way to apply patches is to patch the client in the directory that all the others link to first.
For example, I have:
wow1
wow1\Data - real Data directory
wow2
wow2\Data - link to wow1\Data
wow3
wow3\Data - link to wow1\Data
First of all, I update the wow1 copy, which updates the executables and the Data. The updated Data is automatically available to the other installs, but I have to manually copy the executables from wow1 to the other install directories.
This method has worked fine for me a few patches.
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