Assuming there are no passwords, you can have each user session open another one when starting, using CGSession. I did not try it with Yosemite, but it does work for me with El Capitan.
- Log in as user1.
- Create an empty file named “logall.sh”, in a folder where the user won’t see it.
- Make the file executable (open Applications/Utilities/Terminal, type
chmod 777 (with the trailing space); drag the file’s icon in the Terminal window; press Return).
- Make the file always open with Terminal (right-click on the file’s icon; select “Open with…/Other”; check “Always open with”; select Applications/Utilities/Terminal).
- Open the file in TextEdit.
Set the file’s contents to the following, and save:
CGSession" -switchToUserID `id -u user2`
Repeat for each user except user1. Set user1 to log in automatically on startup (System Preferences/Users and Groups/Options/Automatic login/user1).