yeah its rather disturbing because the ALWAYS start with the head. once the other one drops her litter and you have some extra food you shouldn'r lose any. If you do, just hang in there, they will get their fill and on the next litters yo uwill have more survivors. on my first litter where they ate all but one, we named the survivor Lucky and kept him to start his own colony. I figured he deserved it.
you may see the male try to eat one. if he does, it is because he wants to breed again and the two prgo females will ignore him to care for the new ones. The females may even beat him up a little out of frustration. it almost they are saying "I am a little busy raising your babies, you can wait" they will get into their cycle and produce well. it's just adjusting to a first time parenting thing for them.