Protect the group by keeping cars at bay in a passive and polite manner; block entries to street crossings (corking) so that the critical mass can pass safely. If you see someone cork alone, help them out - you might become friends (yay, meet real Belgians!). The first participants stop at the red light, but they cross when the lights are green. Then everyone continues crossing, even when the lights turn red. Splitting the group would create an unsafe and complicated situation for all road users.
Ambulances, police cars and trams always have priority, busses and pedestrians whenever possible. Please make space so they can pass.