Is it possible to install all of FreeBSD, OpenBSD, NetBSD and DragonFly BSD on a single disc?
What would be the proper procedure for success, and what are the caveats?
Yes, it is possible, but quite complicated.
However, your question does not supply enough information on the hardware used to be able to answer it completely. Especially since modern computers can be quite a pain in the neck when it comes to booting and partitioning (for instance, with UEFI).
Essentially, using the different
fdisk commands, create partitions for each BSD, then install the different versions in their respective partitions.
grub or equivalent and configure it to boot the different BSD by indicating which partition will boot which BSD.
As usual OpenBSD probably has the best documentation on that subject, and you can read it here: http://www.openbsd.org/faq/faq4.html#Multibooting
Mind the warning at the very beginning of this documentation:
Multibooting is having several operating systems on one computer, and some means of selecting which OS is to boot. It is not a trivial task! If you don't understand what you are doing, you may end up deleting large amounts of data from your computer.
Also relevant: https://www.freebsd.org/doc/handbook/bsdinstall-pre.html