Could they just play together like in a rehearsal? if not, buy a Behringer 4700 headphone amp, 4 sets of phones and some cables. I run the main outs to the main ins on the 4700, then use aux sends to analog outputs to the aux inputs of the 4700. It has 4 sections so each of 4 players can have an input of "more me" added to the stereo mix. You will need to be in a low buffer setting like 128 so latency is not an issue or create some aux inputs with the sends on them and set their inputs to the same as your record enabled audio tracks. It sounds like a lot of work but it isn't that bad. It also a good reason to have templates for your sessions.