Just adding my 2 cents in here...
It's been in my experience that like Sonya said, once you have an established group DO NOT introduce new mice into the group.
When getting new females for your male to establish a group, just make sure the females do not have any babies present in the cage and introduce them into a cage that has either been sterilized or is neutral territory. (same thing for if your male dies and you want a new male introduced).
Once your group is established, they will not allow any new mice typically.
As far as separating females that are due to give birth, I do this all the time. I find that when you have multiple females, if one has a litter whos eyes are about to open and another female drops babies, chances are those new babies will get lost amongst the babies who are much older and will die off very quickly without milk. Once the mom's sense a baby is too weak or sickly, she will dispose of it and tend to the healthier ones.
You can just raise everyone in their bin/cage and let happen what will happen. But, I find that if I remove a female that is due within a matter of 24-48hrs, I put her in a much smaller area so she can nurse her offspring until they are at least a week old, then I put her and her new babies back. I have never had any issues with the group she was previously housed with hurting her or the babies. That's not to say they won't have an issue with her. I separate my girls because I have the space to and I don't wish to take the risk of losing any babies among the older ones who will stay at the top to nurse as they are of course, considerably stronger. Granted, you might have a female that won't mix her babies with everyone else's and keeps to herself...then that's fine. Mine tend to give birth and change their nest sites, frequently mixing their offspring in one huge next while taking turns nursing.
I put the separated female's bin next to or on top of the bin/cage that houses the group as well so they can still smell each other. If possible as well, I put 2 females that are in the same group and are both close to birthing in one smaller nursery cage. That way they will help each other and their babies.
Mice eat babies for various reasons. Stress is a huge factor. If they are kept in a very noisy environment or where there is too much disturbance around them, they may eat their young (young mothers in particular are susceptable to this).
If a mom produces more young than she thinks she can take care of, she will "cull" her own litter down to a size she thinks she can manage. If the babies are really weak or sick or even if she runs out of food/water, she will kill her young as it is not worth her energy to raise a litter that will die when she can try again later.
On another quick note..you can make a very inexpensive CO2 unit to euthanize your rodents. Freezing should be done AFTER CO2ing them, rather than as the main means to kill them. Freezing to death is very painful and sucks (yeah pinkies will freeze much quicker than adult mice but it's still a sucky way to go). 
You can also use dry ice to get your CO2 which works wonderfully.
Plus, you don't end up with ice stuck to them or freezer burn (you can store them in vacusealed pouches or freezer bags after doing the CO2 to maintain the best freshness).
Hope this helps!
Hugs,
Amanda