Said interactions with three different females need not have occurred at the same time.
See "Eskimo Brother". Also see "It's not gay if it's in a three way" (indirectly related concept).
M2: "Man, it's fine, because I did it with that other chick YOU hooked up with last year."
M1: "Dude, this would totally be fucked up except we have also both completed our eskimo hattricks by fucking Jen."
M2: "Good point."