Jᴀᴄᴜʀᴜᴛᴜ - Tʜᴇ Cᴀsᴛ Oᴜᴛ

I don't think the Fremen had group sex, they probably all shared the Water then paired off, like Paul and Chani did in Dune.

I got the impression from GEoD that Leto never had sex.

From looking at that parts of Dune where this first comes up when Jessica drinks the Water of Life (thus changing it so the Fremen can drink it) she shares her awareness with Fremen RM Ramallo during which Ramallo transfers her memories to Jessica, so it appears the "orgy" for the Fremen is this joining of oneness, of heightened mutual awareness (inspired by LSD I believe) similar to what Jessica experiences with RM Ramallo so I don't think its an orgy in the sexual sense as the whole tribe getting down and dirty.