Hey Daniel,
Points well taken. I have used this trick myself in a little pantry light I made for myself: it uses 4 very bright yellow LEDs. (I used a 555 timer chip in monostable mode so that the LEDs stay on for 1 minute, then turn themselves off.) Before rigging them all up to share a resistor, I hooked them all up independently and measured the current drain, and they were very nearly identical. The resulting pantry light has worked just fine for the past 2 months, and to look at them, I cannot tell any difference in the brightness. I also felt the leads coming out of each LED and could not notice any heat, so I'm not worried about them burning out.
But, your warning is exactly right. And, considering that resistors are dirt cheap, it's probably safer to go ahead and give each LED its own resistor.