Having multiple dogs brings joy as well as challenges - and I only have two! I have friends who have 4 plus. There is a big difference in age between my 2 dogs. My Westie is 10 and my Beardie is 3. There is such a gap because Rufus, my Westie wasn't too fond of puppies. When I decided to bring a puppy home, I knew I'd need to work on ensuring Rufus was okay with the new addition. 
When I got my Westie 10 years ago, training was an ongoing event in my house. Attention to name, eye contact, sit, stay, come, leave it, drop it plus many other behaviours were a part of every day life. It was easy to train new behaviours and improve established ones. My goal when I brought the new puppy home was to train him in the same manner and just as well as Rufus was. Well, that didn't happen!
I found it very challenging to make the time to work with the puppy, plus he had a whole bunch of issues which had to be dealt with. What was easy to do with Rufus was not so easy to do with Joey (the puppy). 
I empathize strongly with clients who have multiple dogs and find it challenging to give each one alone time to train. It's not easy. I experienced the same guilt that many people with multiple dogs experience. 
Walking the dogs individually was a goal from the first day but not the reality. I would go to the door with the intention of taking Joey for a walk so he could start to learn leash skills, Rufus would come to the door and look at me with his big black eyes and I would melt. How could I leave him at home and not include him in the walk? 

The result of that guilt was a new dog who was not as well trained as he should have been.
I made a decision to stop feeling guilty. I chose to organize my time to allow for a walk with both of them in the morning and individual walks in the afternoon or evening.
That decision allowed me to work on training Joey, to improve the skills he had and build new ones. Wow! What a difference! He is an amazing dog to work with and a joy to train. I also love one on one time with him. It's essential to relationship building. To me that's a key element in effective training.
I think it's important for each dog to have some alone time. Rufus likes to stroll along, sniff every blade of grass and generally have a relaxing stroll. Joey loves to chase, play tug, bounce around and walk briskly. Clearly if they are walked together, neither one enjoys it. I don't enjoy it either.
When I walk Rufus alone, it's clear to me that he is relaxed. It also reminds me of the sense of calm and well being I get around him. He's my heart dog and he deserves to have me to himself on a regular basis. As much as I love my Joey and would never let him go,  I sometimes miss being just Rufus and me. I know he feels the same way, as strange as that may sound to some people.
The decision to leave the guilt behind and give each dog alone time was the best decision I ever made. I try not to think of how much I could have accomplished if I had done that from the first day. I focus on how I am building a stronger relationship with Joey and re-establishing the trusting bond with Rufus.