you could try to separate the males you like and a few females, the females already most likely have sperm from any male in the tank (of which they can store for up to 6 months).
If you wanted to start from a clean-ish slate, you could grab a few unsexed juveniles and separate them while they grow out. As soon as you can sex them, you should remove the males asap and put the males you like in with the young females. It will probably take quite a bit of time and work, but you may eventually have a new line of guppies.
Of course, the inbreeding required to get the line will weaken the genetics, which may be a problem to look out for.
(Disclaimer that I have never actually line bred any fish before and am just going off my knowledge of how strains are developed and how genetics work) (Now that I think about it, a project like this sounds pretty fun, but that's for another day)