Never played any of the Grand Theft Auto Franchise, but it looks like the way to trigger a catfight (or any fight for that matter) is to tick off a woman, then just before she swings at you duck behind another woman so that the first woman's swing hits the second woman. Looks like the ticking off can't include you hitting the first woman. Looks like just bumping into others eventually makes them mad enough to hit you. Good luck.