There's always a risk of fighting when introducing new mice, but if the cage smells like the first female, the other 3 probably won't gang up on her. If at all possible, the ideal situation would be to raise up any female babies to use as breeders. That way you know they won't fight and you'll have young mothers to continue breeding with, rather than pet store ones that you have no idea how old they are.

If you decide to take only the male babies, make sure you leave at least 3 pinkies. I've noticed my females tend to abandon/eat litters when there's only 1 or 2 pinkies.