Kevin,
Can you be in at once?
Yes, you can.
What do you do, put your antenna on one grid square, run some coax over and set your radio up on the other grid?
You can do that, or just put your station right on the boundary or where the four grids intersect. As others have already cited, the VUCC rules spell out how you would do that, how to document that you are on the grid boundary or intersection, and what's needed from a GPS receiver for that documentation.
The VUCC rules indicate you can either record a video that shows the station and a closeup of the GPS receiver sitting in the station with the latitude/longitude on the display, or take a couple of photos of the station including the GPS receiver along with a closeup of the GPS receiver's display. I opt for the latter, as that takes less memory on the camera (or phone) than a video clip. Photos are easier to e-mail if anyone has a question regarding my station location. They're also easier to work with when I make my QSL cards, where I generally include the GPS latitude/longitude readout on the card along with a description of my location.
I have posted examples of the photographic documentation from a couple of these situations on a web page. These photos were from my trip to Chicago last October, operating from the EN40tx/EN41ta grid boundary in western Illinois and the EN51xx/EN52xa/EN61ax/EN62aa 4-grid intersection in the Chicago area during the 2010 AMSAT Space Symposium. The photos are at:
http://www.qsl.net/wd9ewk/multi-grids/
The "-1" photos are the closeups of the GPS display at each location. The GPS shows latitude/longitude, along with the accuracy figure mentioned in the VUCC rules. That figure is in the upper-right corner of those photos. The "-2" photos are the wider-angle views of my station with the GPS receiver in there. I had my GPS powered on for at least 30 minutes before reaching these locations, in order for the GPS to be stable and have that low accuracy figure.
If you want to go to 4-grid intersections, take a look at this web site:
Chances are good you can get some hints and advice from those who have already visited these locations in the past. Make sure to have the latitude/longitude for the intersection when using this site.
73!
Patrick WD9EWK/VA7EWK http://www.wd9ewk.net/