Unfortunately, there isn't a way to select across multiple layers - a better end result might be to select and paste the bits of eye into new layers, make THAT bunch of layers your Group and then the you can transform the group and keep all the eye layers separate.

Or crop down to *just* the eye, resize it down a fixed amount, save it as a new painting, open it in a new document and copy-paste each layer across (a work around, but it makes the selection and scaling part much quicker).