Individually. Family members can hold different citizenships, residences and immigration histories, and L categories are not restricted to any one nationality. An eligible spouse and unmarried children under 21 may seek L-2; a spouse in valid L-2S status is employment authorized incident to status, while children are not work authorized by L-2.
Do not let one relative's file become the template
In a family business it is natural to assume a route that worked for one person works for the next. Routes turn on the individual's own nationality, status history and role, and on the company's structure at the time. Ask counsel to review each person separately, including any relative expecting to work in the business later.
Where several family members plan to move, document and sequence them as distinct cases. There is a practical reason to run these separately rather than as one family matter. Each person's nationality, immigration history and role differ, and a difficulty affecting one relative can otherwise be assumed to affect all of them or, worse, be assumed not to.
Ask counsel to produce a short written position for each individual, including anyone who expects to join the business later, and keep those documents apart. Where several relatives intend to move, sequencing them deliberately also spreads the corporate evidence work, since much of it is shared and only the personal material has to be repeated.