Pick them up one at a time and check that there is no discharge from eyes/nose .Press your ear to the side of the piggy and check for any watery or clicky sounds.Coughing is more likely to be an allergic reaction to something rather than a URTI.Piggies can be allergic to many things,sawdust,woodshavings,air sprays and plug in fresheners,household detergent,perfume etc.etc. a bit of detective work has to be done to find the cause.
As long as the "coughing piggy" is eating and moving about normally,it probably is allergy.