Generating ElGamal parameters in a mix net
The generation is actually quite straightforward.

I'm just paraphrasing the beginning of section 3.1 of A Threshold Cryptosystem without a Trusted Party by Pedersen. 


Every participant $P_i$ (for $i=0\ldots n$) picks a secret key $sk_i$ and computes the public key part $pk_i = g^{sk_i}$. $P_i$ then publishes a commitment to $pk_i$.
When all commitments have been broadcast all the $pk_i$ are revealed and the commitments checked.
The global public key is $pk = \prod_{i=1}^n pk_i$