I've done them several times. I usually tie them so they stay together. When they bone it you'll sometimes have a few muscle groups just barely hanging on. Tying it with butcher's twine will keep some of the smaller bits from finishing long before the rest of the butt. Sometimes you need to run strings in two directions. If you don't have butcher's twine, I had a lot of trouble finding any locally at a price that wasn't well beyond highway robbery. I eventually got about two miles of the stuff off Amazon for something like $12. Considering the local grocery store wanted almost half that for about 20 feet of something that wasn't remotely as strong, it seemed a bargain. I got questions about what I was going to do with all that string, but I've tied loads of roasts, used it in the garden, used it for school projects, you name it. Good stuff to have on hand.
One thing I would suggest on the Costco pork butts is to look for a package where they seem to be about the same size. It's hard to tell given how they're smushed in there, but if you look closely you can usually find a dividing line. They have a tendency to pack two of dissimilar size together, which results in significantly different cooking times.