If their names have not been poisoned, put your dogs on their mats in stays. One at a time, use their name and then a cue. If just the dog whose name you said performs the behavior, jackpot to that dog as well as those that stayed put! If one of the other dogs does, no treat for that dog, and just settle them back on their mat.
Start with easy, stationary cues first, like wave, and then move to more advanced like a recall or even fetch!