they should all work. I played around a little bit with Dialogs in preparation for answering your question. I didn't find any compatibility issues with Dialogs in IE8/IE9. So go ahead and upgrade.
If any of them don't work that is to be considered a bug and we would very much like to know about it. We strive for 100% backward compatibility.
I hope this helps.
the Telerik team
Are you enjoying Test Studio? We’d appreciate your vote in the ATI automation awards.