Maybe I missed it, but how old is he?
Have you dewormed him yet? I taught my baby to deworm by feeding him applesauce in an empty deworming tube. I would halter him, raise his head slightly and squirt the applesauce in the space between his teeth just like I was deworming him. Then to deworm, I would give some applesauce before the dewormer, give the dewormer, and then another squirt of applesauce. My baby loves deworming time!
I do think they are easier to work with once separated because they can't hide behind eachother and you can work with each horse individually.
I didn't wean my colt until 7 months though.
Like others have said, get him on a high quality foal feed first to make weaning easier. Even at 7 months and eating like a pig, my foal still did not gain any weight in the month or so after weaning. So your guy, being younger and thinner, might loose weight if you wean him now.