According to what I've read from searching about it on google.co.jp, the ones that end in "ra" are female. In Japanese they ended in "ko", like is common with female Japanese names (like Noriko, Akiko, Yumiko, Michiko, etc). In Japanese the female Nero members have a special way of ending their sentences (always adding an extra "yo" at the end of their sentences). It looks like for the English version, they made it into a heart.
Denera: "Zenero and Benero and Genero and Denero and Penero and Benera and Zenera and Genera aren't here <3" Denera: "I'd better go look <3"
Genera: "Zenero and Benero and Genero and Denero and Penero and Benera and Zenera and Genera and Denera aren't here <3" Genera: "I'd better go look <3" Zidane: "...That's one huge family. Man, I feel dizzy."
..and then I went inside the Tantalus hideout, there was a new chest south of the ladder up to the little ledge, and it had a Protect Ring inside it. I only trigger eight of the events in Memoria though, although the first one with Zenero and Benero is available straight away at the start of disc 4, so they may be counting that as one of the nine.
I'll do a few more just to check though.
edit: Penera also seems to be a child as she is much smaller than the others. Compare: Benera: http://i.imgur.com/v8OPegY.jpg Penera: http://i.imgur.com/ZlH9a3A.jpg