Since u guys already watched Lage Raho Munnabhai, here's a list of things to do before u watch the other three.
Andaaz Apna Apna: You'll need to go a long way or this one otherwise you won't understand 30-40% of the references. This is a cult classic. 2 huge superstars of today in the same film. One word to describe this movie in its entirety is 'goofy'. For us Indians, it's a freakin' laugh riot. You will come across many pop culture references which will leave u guessing. For instance, the actors and actresses of the 90s, their relationships on screen, and their popularity among the audience. Watch movies like Darr, Karz Chukana Hai (this is an early 90s movie, heavy, very different from what u guys have ever watched), Mr. India, Zanjeer, Ram aur Shyaam and Sita Aur Geeta and 78 episodes of the series Ramayana (1987) (or just Episode 24 to save time). You will also need great subtitles; I'd recommend the person who did the Munnabhai MBBS subtitles to do this one too.
Sanju: You need to watch a lot more of Sanjay Dutt before u dive into this one. Khalnayak, Saajan, Vaastav, Haseena Maan Jayegi, Kaante are just a few movies to get u warmed up. Watch a few of his interviews from the 90s to get an idea about his personal life.
Asoka: Believe it or not, this movie, although historically delivers some powerful performances. This movie made me fall in love with SRK. Historically speaking it's not very accurate, or rather, if you take the whole movie in a nutshell it does cover the history of Asoka the great, that u would read in your 3rd-grade textbook, the action is sloppy too but having said that it's still a good movie to watch. This isn't a biographical epic piece, it's a romantic masala flick like any other SRK films during that decade.
No Hindi movie is actually not worth watching. Even the bad ones. They do leave a bad taste in your mouth, but they do leave a taste nevertheless. :) Happy watching :)