verification codes when I sign in to Apple

This is purely a guess for me as I have never used Family Sharing. I have several devices signed into my Apple ID and I get this notification on all of them. So my guess is that you have everyone signed into the same Apple ID? I believe you'd need to have an Apple ID for each person and set up Family Sharing. If they are all using the same Apple ID I don't think you can select which devices get this notification

https://www.apple.com/family-sharing/

Stop sharing the same Apple ID with all of your family. You all should use individual Apple ID’s and use a Family Sharing feature for sharing services and/or access purchases made by family members.