Unless they come up with something clever, I'd just get the person with the worst modifier to roll Defy Danger. The person with the best modifier might find a way to Aid, but not necessarily.
Sure, it might feel more realistic to have everyone roll and to have the person with the best stealth to Aid each of them in turn, but that's an awful lot of dice rolling for no extra fun.
Sure, you get odd edge cases, but those are mostly resolvable through narrative (no, you cannot sneak an entire platoon of chainmail-clad Deep Dwarves and their war moles past the elven sentries, even if the slowest, clumsiest dwarf rolls a natural 12), or not particularly problematic (two master thieves are better at sneaking around than one master thief, despite having twice as many opportunities to be spotted).