Yes to all. And I have. Except for double anal.
I had my first MMF last year with my fiance and her fuck buddy. I never wanted to join in, I just liked watching her. But one day I couldn't resist and finally joined them. I had been drinking a little and was so turned on that any inhibitions went out the window. Now it's a somewhat regular part of our sex life. We've even had a MMMF once that was loads of fun. There was another couple involved, but for a bit, the attention was all on my girl
I got over the whole thing about cocks touching. I've even waited until her fuck buddy came inside of her and then fucked her. And it was great.
We've done double penetration, but my girl found it uncomfortable. We've done double-vaginal and it was awkward, but still fun. And she enjoyed it. I don't think double-anal is in the horizon, but I'd be up for it.