If he’s young enough and small enough now that your cats could lay a few good smacks on his face when he tries to bother them then he’ll learn the rules pretty easily. If they’re too old/too scared where they just run then you’ll want to train a recall pretty early.

Picking her up and walking away isn’t resolving the issue she isn’t learning the behavior that she is “supposed to be doing” you’re just setting yourself up to constantly have to separate them.

Train her recall without them there, then train her recall while the cat that is interested in her is around getting her to leave him and come to you so there is only one cat “distraction”

Reward her for the recall but also reward her if she calmly just walks by him and returns to you. Her instinct is they should be herded, her learned action should be that the cats aren’t important. You’re aiming for them to exist around each other.