I've found it's better to work one on one when introducing a behaviour. Giving them your full attention.
Once a behaviour is known to a dog, some kind of "competition" can come in handy.
For example, often with my dogs we'll have mini-comps to see who gets to do something first like. "DOWN!" Whoever downs first gets to play tug first, or during training they'll get rewarded first and doubly.
There aren't too many new behaviours that I do with my dogs. We have a few new tricks we're working on, but most of training is now practice of already learned behaviours. Yes, I vary it up, but all of the behaviours we practice, my dogs know already. So I've found while training, having them both together is a good distraction for the dog who ISN'T doing said task.
Ex) I'm working on go-outs with Roxy, Hades is in a down stay waiting for his turn. It's a bigger distraction for Hades, being in the down stay and mommy playing with Roxy, than rather it being a distraction for Roxy who is actually doing the excercise. Make sense?
Hades is still doing an excercise, although it doesn't seem like one to him.
Personally, with my two dogs, they haven't learned from example from each other. I take my time with each of them separately, than once the behaviour is known, I'll work them together.
Hope that answers your question.
