What is the cost and easiest way to get from HKIA to Shenzhen for a group of 9?

From HKIA, you could take bus A21 to its terminal at Hung Hom, and then transfer to KCR east rail train to LoWu Border. Walking through Lowu, you will enter into Shenzhen.
On the other hand, at HKIA, you could take a cross-border coach to arrive in downtown Shenzhen directly. Of course, this is a little more expensive.