Okay, got it. I created the parent object, and added any objects I wanted as children. Then, by only having one collision detection event (to see if I was colliding with the parent object), all children were captured.
So just in case anyone stumbles upon this and wonders why that's the case, inheritance works the same way in GML as it does in Java. Say you have a parent object (class, in Java), called o_animal. The animal can make a sound, has variables such as hair = true, likes_pets = true, etc. Now we make a child object, o_dog. Dog inherits these traits which we can then modify. We can further make child objects like o_hairless_dog where hair = false and likes_pets = false.
The magic in this is that, in all cases, the hairless dog is still a dog, and dogs are still an animal. So, all of these are captured by the script for the parent object.