>>365280660
it varies, but for best results you should put the component on the root bone itself (such as the hair root). it's not about stacking components on the same bone, it's something about which object you put it on and how things are scaled.
if you put it directly on your avatar object, you may notice that your hair or clothes move by A LOT whenever you move IRL, or if you fall. That's because the "Inert" option seems to stop working.
if you put it on your "armature" object this tends to happen less often.

You can easily test if this happens to you by setting the "Inert" option on your dynamic bone components to 0.999 or 1. Then enter play mode and drag your avatar around in the editor. The bones *should* not move at all. If they do move, you should put the component on the specific root bone instead. For some reason that makes it behave differently.
I assume it's a scaling issue, so it might vary based on your FBX export settings too.