On our Tuesday Nite Rides, if a small group takes off the front, our ride leader just makes a right (or left) turn. Then they get to hammer it back and try to catch up. At the next regroup, he'll explain that if they want to ride with the group, stick with the group. If they want to ride on their own, go for it. It usually only takes once for them to figure it out and decide to stick with the group.