It is difficult to be put in this position and they should be more mature than this (but as we know age is not necessarily a sign of maturity).

Is sounds like you have a few choices:
1. Tell all of them that you do not want any baby shower (and stick with it).
2. Have four baby showers.
3. If you have a close friend ask her to host a baby shower and tell everyone that is the ONLY one that you will attend and they are welcome to come if they want.