It will definitely be easier to train them if you separate them.
Best if you had only gotten one at a time.
Give them at least a good week to let them settle and get used to their new surroundings and human family before you even attempt to touch or hand tame them. It's a lot for them to process when they are new to your home.
When the time comes to start training the first step will be to just slowly put your hand in cage and hold it very still maybe resting on a perch. Do not even try to get them to step up. They have to become comfortable with your hand just being in their home first.
Talk to them softly every chance you get and move very slowly. Tell them what you are doing when changing food/water and cleaning cage. Speak to them by name..if they have names yet?
Pics would be great if you can post them so that maybe we can help determine their genders? Or do you already have an idea whether males or females?
Congrats on your new friends and welcome to the forum