Do each of the identity providers in our grid federation need to install GridShib for Shibboleth?
That depends. If your users are new grid users that use the GridShib CA to obtain short-term credentials, then no, GridShib for Shibboleth is not required. However, if your users are established grid users who possess long-lived grid credentials, then yes, GridShib for Shibboleth is required. In either case, some configuration at the identity provider is necessary.