The Mogg Bombers do trigger on any creatures that enter at the same time they do.

The damage is dealt whether or not you sacrifice the Mogg Bombers. For instance, if Mogg Bombers is destroyed or sacrificed in between the time when the ability triggers and when it resolves, then the targeted player will still be dealt 3 damage.

If multiple creatures enter at the same time, the ability triggers once for each of them. You may choose a different target player or planeswalker for each time it triggers.