No, they do not need to use the same attorney. They are each entitled to separate counsel. In fact, if there is any conflict between them, they CANNOT ethically use the same attorney. This can result in a situation where you have double the legal fees that would result from having one executor. That is part of the price you pay for this kind of set up. It may be worth it, if the decedent did not trust one person to handle it alone. This is one of the practical problems of having co-executors.
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Agreeing with Attorney, I will add that it may be prudent for them to do so in the family settlement context -- if you mean that the family is working toward a global agreement regarding the Probate and/or other non-probate assets of the decedent. (It is not completely clear to me if this is what you mean.)
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They usually have their own attorneys, but sometimes (after conflict waivers are signed) they have the same attorney.
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