New ITIN for J2 dependent

I am having a J1 Visa. I am filing my tax as individual now in 2019. My wife and my baby will join me in March 2020 with J2 Visa and will be staying for 1 year. Do I need to have ITIN for both of them to file tax return in 2021?  If so, then what should be the procedure? Should I return file in 2021 as married and individually?