I haven't done that for many years since I install Linux on more modern machines where OS/2 would have problems with.
Use DFSee to create all partitions. Don't let Linux do that. If you are used to DFSee's menu, then it should be possible to "fix" the partition infos on the disks as preparation for the OS/2 installation. Note that eCS contains the DFSee backend to do that automatically.
I remember that you better use AiRboot in the MBR than Grub. (In most cases it's also possible to use the last IBM BootManager installed to a primary partition, preferably either at the start or the end of the disk, but AiRboot is recommended.)
AFAIR you have to install Grub then in the Linux boot volume. For that you have to use its advanced installation since many current Linux versions install Grub in the MBR in their default installation.
AFAIR the Ubuntu Wiki has valuable info about the coexistence, including file exchange via JFS.
