My first thought was, "I think you can . . .", so I went to try it out.
I made two groups of three with one of the 3 kids in both groups. After I wrote trial conf notes for each group, I noted that the notes from both groups show up on her page. Then I went back to groups and deleted her name from one of them.
Going back to her individual page, I was able to see the group notes taken in both.
Lastly, I could add her back and see notes from when she was previously in the group. The notes I took when I had deleted did not show up, which was just what I wanted to see
So... I think that's the a way to do what you're asking. Just make sure to "save" on the group edit page.
There are lots of tutorials for the CCPensieve at http://www.ccpensieve.com/tutorials.php
Hope this helps!!