How useful is a mars colony/parallel civ against an incoming GRB though? My vague understanding is that they're potentially quite 'tightly collimated' in astronomical terms, but that would still potentially cover a good volume of the solar system if one came our way.

That is, if we assume a GRB intersects Earth, what is the probability that it won't also hit Mars?

Very Big Asteroids are definitely one event it would serve us well for though.