Officially, the suggested method is to use the “smart lights” smart app which is the one that let you tie lights to all kinds of things, including other lights or switches. So basically you pick one light as the master and have all the others follow it.
The problem is it right now it has a bug and set level doesn’t work correctly.
Before V2 of the official mobile app, there were a number of community created smart apps that let you group lights all different kinds of ways, including “dim and dimmer”, “The big switch”, “dim with me”, “Scene machine” and several more.
Most of these are still available in the community created smart app section of the forum if you want to use one of those until smart lights is fixed.