Hey there
There are some mandatory events in each level, which need to be completed first - for both M&S.
Those mandatory events are:
Date Night at the Weekend -
Lingerie Events -
Cosplay Events (depends on the level you're in)
Hints should show in the hint system like - Go to the shop and buy a certain item.
After all of that is done, you will be able to trigger the "Movie Night" at dinner.
All the other events are not mandatory. Important is to reach 100% Affection with both of them.
That's basically it.
No need to play side characters or non-mandatory events - But you will always level up M&S at the same time.
There's no way around. And no, it's not always all three of them at the same time.
Edit: To clarify - The level-up event will always include all of them, but not always at the same time. ^^