It depends how long your transit is for, all of you need visas if the transit is longer than 6 hours.
TWOV (Transit Without Visa):
Holders of onward tickets for a max. transit time of 6 hours.
Visa Issuance:
Nationals of Canada with a normal, emergency or temporary passport can obtain a visa on arrival. They must have a return/onward ticket and a hotel reservation.
TWOV (Transit Without Visa):
Holders of onward tickets for a max. transit time of 6 hours.
Visa Issuance:
Passengers in transit for longer than 6 hours, can obtain a single transit visa on arrival for a maximum stay of 72 hours if they have confirmation from the airline that a visa has been approved before departure.
Both can get that visa on arrival, but the catch is they must be approved by Oman before you leave and that the airline submits this application for you.
Air transit visa:
To be granted by competent authority at air way passages to expatriate based on application submit by aviation carrier company entitle the holder to enter the country only once and resident for a maximum period of (72) hour provided that he should have enough money to cover his expenses and valid ticket to continue his travel.
Land transit visa and return
If you intend to travel over land to or from Yemen the air transit visa provided by the airline will not be enough. Although Oman has a separate Road Transit Visa you don't meet the conditions required for that (requires UAE visa, must exit through land) and you will require a tourist visit visa.