UK EEA Family Permit for Iranian wife and her parents

You have indicated that your in-laws are not financially dependent on you or your wife. They are also obviously not "members of your household" as they reside in a different country. They therefore do not fall within the scope of Directive 2004/38/EC or of the Immigration (European Economic Area) Regulations 2018. They should therefore apply for standard visitor visas.

If yes, would we have to enter the UK together?

The derivative right of free movement depends on the EEA national being in the country, so you would have to either enter together or precede them. This does not apply to your parents in law if they travel with standard visitor visas, but it does apply to your wife. If she wants to arrive in the UK before you do, she also needs a standard visitor visa.

It's also worth noting that this answer could change if the UK leaves the EU without a deal. In that case, your wife might also need a standard visitor visa.

Someone (perhaps you under a different account?) has raised the question of whether "dependent" means "financially dependent." That is the usual meaning of the word in English, and it would seem that this is taken for granted, since the word is not explicitly defined in the directive nor in the regulations.

I am certainly unfamiliar with the idea of "blood dependent," but it would seem to be close to the concept in the directive of "member of the household."

For the avoidance of ambiguity about the directive, we can look at the same clause in other languages. Since you are German, here it is in German:

die Verwandten in gerader aufsteigender Linie des Unionsbürgers und des Ehegatten oder des Lebenspartners im Sinne von Buchstabe b), denen von diesen Unterhalt gewährt wird;

I believe "Unterhalt" is unambiguous. Similarly, in French, we have

les ascendants directs à charge et ceux du conjoint ou du partenaire tel que visé au point b);

Similarly, "à charge" does not seem to be ambiguous.

You can certainly file an EEA family permit application under this alternative interpretation of "dependent," but the guidance suggests that it will be refused (see page 11, where examples of evidence include "bank or building society statements" and "evidence of money transfers"). You could then go to court to assert this interpretation (that is, you could appeal the refusal), but I doubt you would prevail, and you would in any case not get this done by June. It would be far more efficient just to apply for the standard visitor visa.