Multi Domain Protection

I don’t recommend it because you will lack several features such as privilege escalation protection etc. You’d need one install per site.
If you can use only one auto_prepend_file (e.g., you can only install one PHP INI), you can check this post: https://blog.nintechnet.com/installing-ninjafirewall-with-hhvm-hiphop-virtual-machine/ (scroll down to the “Multiple-site installation” section).
Although it was written for HHVM, which can only use one INI file (/etc/hhvm/php.ini), it shows how you could use the auto_prepend_file directive to load a specific PHP script which will load the firewall for each sites.

Thanks, no I have no limits on number of ini files.

I just though that it may be an easy way to minimize resources (mostly myself) across several domains.