I've done the same as you many times and had no problems. I took out a shower a few months back that I had fitted about 8 years earlier; not a drop of water had got through the coating and the plasterboard was as good as new. It needs doing properly, two coats as you say and be especially carefull how you seal it at the bottom where the tray meets the wall, then you should be OK.
The main thing with the waterproof boards is that if water does penetrate then they stay intact, whereas plasterboard once wet will disintegrate. Just got to make sure water doesn't get onto it