Thanks Maria and Brendán,

your advice is very helpful. Thanks for the interesting Link Brendán!
Sorry Maria, I should have explained a bit more... We have the ponies now together with the horses. The plan was to have the halter training done before we do this but the snow was quicker... and we wanted the ponies to be able to use the shelter in this cold weather...
As long as we had them in a separate field we could work easily with each of them. But in the new situation there is still a bit of tension in the group. They are only together for 1 1/2 weeks now, which is the reason I haven't done anything with Leeroy since. Hector (13, shire-x) is very attached to us and is quite jealous, he does not see the point why those newcomers should get any attention let alone any treats...
When we got the ponies Leeroy (2 1/2) had a halter on so I thought that he is fairly ok with it, but he was not... so I "stepped back".
I am all fond of the incremental training - so far I had the halter in my hand while giving him treats, sitting next to him while he was grazing having the halter on the ground between us giving treats from time to time above the halter.... BUT neither Leeroy nor myself feel too comfy if a huge horse is towering over us trying to get all the treats and snapping at the little one...

It might actually be a good idea to lead Hector into another next-door field and see how I get on with only the remaining 3.
Maria, I am inclined to teach the young ones to be happy alone with a human. Even outside of sight of the others. With Sam I have achieved that already. But with only two the one left will feel lonely... Still I think it is a good idea to get them used to it - probably you+your husband can work with one each so they both have human company and get them gradually used to the idea to not see the other team? Always staying in the horses comfort zones.
Seeing how our big ones get stressed when they are being lead out of sight of each other I want to prevent such drama for the ponies. You never know when it will be necessary... I think it will be good for their self-confidence as well.
Brendàn, what is the experts point of view on that one?
Thanks again!!!