I`ve got no problems when I upgrade my 3.0 Miggy to 3.1, several years ago. And no, there's NOT A SINGLE PROGRAM wich refuses to run on WB 3.1 when it runs OK in 3.0.
To install 3.5 or 3.9 you need 3.1 ROM only. No need to install 3.1 1st (the only thing you need is a bootable floppy, called "emergency disk", IIRC). And a CD-ROM attached to the system, of course. ;-)