I do not believe there is a way today to create a worker group via CLI: https://docs.cribl.io/stream/cli-reference#groups

It is possible via the REST API. See POST /master/groups https://docs.cribl.io/api

Using the API can be daunting, but your browser can help a lot. All GUI interactions are using the API, so if you go into developer mode and check what happens when you take an action, you can pretty easily replicate it with curl. For the case of new worker group, I came up with this:

curl -X POST -H "Content-Type: application/json" -H "Authorization: Bearer <token>" https://leader-node/api/v1/master/groups -d '{"onPrem":true,"isFleet":false,"workerRemoteAccess":true,"isSearch":false,"id":"NewGroupNameHere","description":"A new group for fun and profit"}'

Thank you Brendan and Jon!