This is an interesting problem.  I thought it would have come up in my play but it hasn't yet.  I think I tend to focus a lot on what the individuals are doing, which skirts the "group acting in concert" issue.

If the party spoke as one saying "we want to sneak around the burly guards together, as a team," then I would probably test the clumsiest character but let another help.  Weakest link and all that.  However:

A combination of "what have a threatened them with" and "how do they intend to sneak in" may determine that it's otherwise.

And since Nifelhein mentioned it, in Burning Wheel you would actually use the Slowest and Loudest rule for sneaking as a group.  The person with the lowest Stealthy skill would roll.  PM me if you want to discuss, so as not to derail.