As an undergrad, how to leave a research group that I told them I will do my PhD there
Pick out the one that you have the best relationship with and just say that you have a fantastic offer elsewhere and think it is time to move on. Thank them for all they have done, but note that you think you want and need a broader perspective. This is true, in fact. You may have already learned about everything that your current faculty has to offer and a fresh perspective would benefit you. 

But be upfront about it. And be honest that your intentions were sincere at the time, but new opportunities have caused you to reevaluate your situation. 

You want to walk away with best wishes and great letters of recommendation. 

Maybe do this with both (all) PIs together. And this is best done face to face, though it is difficult now, of course. But email is a bit impersonal for this type of thing. Video chat of some kind, perhaps.