I am pretty sure, this is not possible with standard XMPP.
XEP-0045 only specifies the case for single users:
XEP-0045: Multi-User Chat
I am not sure, if you can specify multiple users in one query though. The spec is blurry here. If yes, you could add all contacts from your roster group to the query. If not, you have to do multiple queries for each contact.