I've done this a few times using both Sparrow and Nunchuk.

The only requirement is that signers share the xpub of their own seed with all the other signers. In our case we used PGP for that.

If you want to hold a hot key: Open Sparrow and create a new Native Segwit Multisig wallet. In Keystore 1, choose New or Imported Software Wallet and enter your seed or generate a new one. After importing it copy your xpub and share it with the other signers. As each signer sends you their xpub fill them in the other keystores with the same derivation path that Sparrow chose for your keystore: m/48'/0'/0'/2'. The order of the keystores doesn't matter, every signer could create their wallet sorting their xpubs differently and you'll all still get the same wallet, but of course double check that everyone see the same addresses. When you're done send a small utxo to the first address and try to spend it to the next address, and only if you succeed proceed to moving more significant funds to the multisig.

If you want to hold a cold key: Import your seed on a SeedSigner or the HWW you want to use, then export the xpub as a Native Segwit Multisig wallet and scan the xpub QR with Sparrow. The other steps are the same.

Nunchuk: create the full wallet in Sparrow first, then click in the QR button of the wallet descriptor and scan it with Nunchuk.

VERY IMPORTANT: the usual derivation path for a Native SegWit singlesig wallet is m/84'/0'/0', but for Native SegWit multisig is m/48'/0'/0'/2'. Pay a lot of attention here, because the xpub you get is different in each case. If one of the signers shares a singlesig xpub with the group the wallet will be invalid but the software won't warn you, and you'll burn sats if you send them to these addresses (ask me how I know). I highly recommend trying the setup in testnet first (the derivation path is m/48'/1'/0'/2' in testnet).

Good luck!