What I DID do in your situation, where I adopted 2 females from our Humane Society who ended up being pregnant, was I got the only male baby neutered.
BUT ...before I went through with that decision:
1. I made sure I researched and had a qualified exotics vet who had successfully performed the surgery before
2. I made sure I realistically had the room and equipment (fleece pads, beds, food/water bowls) to expand my cage for all the pigs to have enough room as adults. Don't play around with this. If you don't have plenty of room you are setting yourself and them up for failure when they hit puberty and start squabbling for territory and dominance. Plan for more than the minimum space needed please. Trust me on this. A fight with an injury will definitely cost you more money than a neuter.
3. I had a hospital cage set up for immediately after surgery with just in case supplies which were needed unfortunately due to slight complications with him not wanting to eat & drink for almost the first 6 days after surgery. (Critical care, Pedialyte, syringes, bene-bac probiotic, his favorite veggies)
4. Time off to be available if needed. This ended up being crucial with the few days of feedings
5. A separate cage where he can't get to the females at all for a few weeks to continue to heal and wait until he is completely sterile. You can't just plop him in with the girls after he's neutered until you wait the appropriate time because he can still get them pregnant
I will honestly say keeping him and getting him neutered was a decision I am glad I made, but I made sure I had the means to pay for vet care, supplies and the room for a much bigger cage. Be honest with yourself about these crucial elements for his sake and yours as you make this decision.