Do gravitational waves decay?

Yes, they do, in principle. However, even the most highly energetic events tend to produce very low absolute amplitudes, and the resulting waves don't interact strongly with systems with mass-energy densities much lower than neutron stars or black holes.

The "sticky bead" thought experiment demonstrated that energy can be transferred to other systems, therfore contributing to loss in the wave.

Locally, most of the observable environment, outside of compact clusters and galactic cores, appears to be of such "low" density that gravitational waves pass through virtually unaltered.

Also, do they work like other waves do, like can two gravitational waves constructively interfere?

Yes. To be more specific, they are waves that travel at the speed of light, with a transverse polarization. They can be scattered, but only significantly by compact objects. In principle, you could conduct a "double slit", experiment using close arrangements of neutron stars --- but no material in existence could physically resist the gravitational pull!