There are different levels of separation anxiety.
With that in mind, only you can determine where your horse is at and how long each step will take.
Start by feeding them separately.
At each feeding I would remove a different horse.
By doing this they will begin to associate leaving the corral with something positive Get back to basics.
Start with ground work.
In the beginning, simply walk them around outside of the corral, within sight of their buddy.
Ask them to stop, back up, and then give them a pellet.
Next, start to walk them out of sight of their buddy.
The moment you start to feel your horse's anxiety, ask for the stop, back up a few steps and give him a pellet.
You may need to repeat this several times..
..
Keep in mind that this is a process.
I use treats for a horse as a very short term solution to re-associate anxiety/anxiousness with something positive.
Anytime I can stop a bad behavior with something positive I believe it is a good thing.
An anxious horse does not respect your space and I think it is crucial for a horse to learn this, especially for your safety.
Each time you repeat this exercise, go a bit further.
Again, when you see the anxiousness coming, ask for the stop, backup and (if needed) give a pellet.
The key is to give your horse something else to focus on.
After you are getting repeated success with moving your horse out of sight of the buddy, you can then graduate to more ground work.
Giving your horse a "job" to do is an excellent way to keep him focused.
Depending on your horse's level of training this could be working in a round pen, saddling and un-saddling, brushing, going for a walk, backing up in circles, moving from pressure, and side passes...
While this is going on, don't forget about the buddy horse.
I like to give the buddy a bit of hay to keep him distracted while I am working with the first horse.
In the beginning, I will generally keep the horse that I have removed from corral in sight until the buddy has started eating...
If the buddy horse starts to run the fence line he will find the hay enticing and it will keep him focused on something he likes.
Of course, the time frame will vary depending on your horse.
The important thing is to not back down to your horse.
Once you give them an inch they will take the mile.
Be firm but not harsh.
Once your horse is comfortable with some separation, move on to riding, and again, focus on the basics.
Do under saddle what you did on the ground...
ask for the stop, back, side pass, go through gates...
etc.
This will reinforce and build his comfort and trust with you.
Remember, your horse has a comfort zone and the more you can expand that comfort zone, the more success and riding enjoyment you will have.
If you have a friend that you ride with (a calm horse is preferable!) you can introduce your horses (one at a time) to a new friend.
A good relationship with your horse is based on trust.
Once that trust is established, I am confident you will be have success! After a bit of time you will be able to ride your horse alone, or simply ride away from a group of horses at your command Good luck to you and I will enjoy hearing about your progress!