I would shoot for something broader then. Something like "you are all members of a street gang", "you are all soldiers in a regiment of Imperial Guard", "you all are knights from a certain kingdom". Also for a gang, corporation, military unit, whatever you are all a part of etc. it helps to make the organization as part of character creation to give a stronger sense of ownership over it. Yeah you could all be Cadians, but that is boring and someone else owns it, so we're from the Kiwi VI Hussars, and these are the traits and gear we have etc. (luckily, Only War has rules for such a process which makes it all the easier to make it mechanical).