Shadow Grasp only works on spells that have an area of effect. Arcane Mark does not have an "Area" line in its spell description; it affects a touched creature or object.
Therefore Arcane Mark is not compatible with Shadow Grasp, and the situation with multiple arcane marks emanating entangling darkness in one square should never arise.
But it sounds as though a GM has already allowed this to occur. In that case, well, the question boils down to:
"Do I want my players to have to roll 4 times and take the worst roll, or do I want my players to roll once against a harder DC?"
I would go with once versus a higher DC. Say, +1 DC for each spell in the square, with a maximum of +5 because arcane marks must fit within 1 square foot.
Making multiple rolls and taking the worse would make this tactic overpowered. Also, all those saves would take additional time; I'd rather make one and move on with the turn.