If it was in between their hands they would be pretty freaked out. Egon would be quick to shift blame and say it's not his fault but he would be more outwardly shaken. Jasper would go into preservation mode and put his feelings aside to make sure they can 1) dispose of the body leaving no evidence behind 2) fuck off as quickly as possible and find the next place to rebuild. After all that I think he'll feel very, very sick, because they never intended to kill anyone with this stupid little business of theirs. I don't know if they would feel bad like a friend died because of them though, I don't think any of them (not even the masochist) see the others as such, but it would still be terrible to have caused the death of someone.
For sure if it happens they'll stop with this and go back to "normal" jobs, even if they'll probably go back to struggling with money at some point.