Since they're generally healthy already I don't think there should be any issues. I'm not sure what kind of paleo you're doing, is it extremely low-carb? The only potential issue I can see is macro ratios, e.g. if they're used to eating 150+ grams of carbs a day from bread and suddenly they arrive at your house where everyone is keto on 50g or less, that could cause problems. I doubt your diet is that extreme but if that's the case, just give them plenty of potatoes and sweet potatoes. Otherwise I don't see any danger in their going paleo, although with any drastic diet change there's the risk of some...atypical...bowel movements while the body adjusts.