Once the projects that make up a project group have been completed, you can mark them complete in the following ways:

Complete all Projects in the Project Group

From the project group details page quick actions menu, clicking the Mark as Complete button will mark both the project group AND all of it's associated projects as completed.

Selectively Complete Projects from the Project Group

Instead of clicking the Mark as Complete button in every project's quick actions menu in the group, you can select the relevant projects that need to be completed from the Current Projects tab in the project group details page.   Once selected, click the Bulk Complete Projects button.

Completed projects will be moved to the project group detail page's Completed Projects tab.

Also, if a child project in the project group is completed from the project's own quick actions menu, it will also be displayed in the project groups Completed Projects tab.