Hi Charles,
As far as I know, Vertex Panting multiple Objects at once is not (yet?) possible in Blender. Only multi-Object Editing is supported.
Once you have all Objects in Vertex Paint Mode, you can click on any of those Objects to make it Active and Paint on that one. (Disable Edit . Lock Object Modes, if you haven’t already.)
Alternatively, you could Join the Objects, before Painting (but that may not always be easy, because of Objects having different Modifiers, for instance).
