Well, they don't really "stack" because they don't all do the same things, but that's a bit pedantic of me.
Yes, all those items do maintain their effects while the exp. share is on, so you can have a L1 Pokemon hold a Power Lens, gain +4 EVs for every Pokemon knocked out and not have to fight a single battle.
Source: experience (you can just look at the super training EV meter on the bottom screen when you train).
