One approach to this is what I would call a "family first" story; it is a product of our familial and tribal instincts. The idea is that group loyalty trumps all law and morality. The "group" can be actual blood relations, or partners in crime, or the soldiers you fought with, or your classmates, or your cheerleading squad. It can be a gang, or the mafia. The only deadly sin is betraying your group; but everything else, up to and including murder or sex slavery or drug dealing, is on the table (depending on your genre and audience).
In such stories, it is Family that matters. The 2005 crime movie "Four Brothers" with Mark Wahlberg is an example; four guys adopted by the same woman come back together to avenge her murder. As I recall most were criminals and willing to kill anyone that stood in their path.
The current TV series "Vikings" is also an example. They are a murderous, looting gang, killing and torturing innocents without compunction: But what truly troubles them (and drives much of the story) is the betrayal within their ranks, by their psychopathic sibling.
"The Godfather" mafia movie is similar. Nobody blinks twice at ruining innocent lives by extortion, forced prostitution, armed robbery, crippling assaults, murder or assassination. And to an extent dealing drugs and causing addiction (with one exception; our MC Don Corleone doesn't want to be involved in drugs: Making him a better guy than the other gangsters). The story problems that give them angst are losing family members to other gangs, and betrayal by a family member (in once case an actual sibling). There is a reason the first scene is set at an important wedding; what could be more about their tribe; their family and friends? Even the title fits the theme, and action within the first act is intentionally foreshadowing this: Sonny is violent and commits crimes against law enforcement with impunity, also adultery, supplicants are asking for extra-legal favors of violence, etc.
In such stories, we can end up sympathizing with a truly bad family, because within their family they seem normal and, for the most part, love and forgive each other even if they disagree. We overlook how ruthless they are outside their family.
It helps if the author doesn't concentrate too much on the plight of those they exploit, we never get to see much more than snippets of that. Instead the author focuses less on their victims and more on their rivals that are just like them.
To make the story enjoyable (to a mass audience) the reader MUST sympathetically identify with at least one person, they have to like somebody, or at least start out liking them. You have to show your MCs in some light that makes them seem human and vulnerable in some way; even if they are murderers. They have to love somebody and do something for love. When your main characters are brutal they are doing things no reader could do; so the justifications for the brutality need to be something the reader can understand. Vengeance for brutality against one of their own. Reasonable self-defense.
The rubric "live by the sword, die by the sword" is another reasonable excuse if your MC is committing preemptive crimes against other criminals. Show the "others" doing something brutal to innocents, and although the MC isn't taking vengeance for those acts and is only acting for personal gain, the reader won't care: The "others" deserve whatever they get. John Wick is liked because he is always killing violent criminals, often for his own selfish reasons or preemptive self-defense, but they are clearly always bad guys, serving violent criminals.
Grey-vs-Grey can be a very interesting and engaging story, a bestseller. Just make sure you show why it is "grey", the characters need to mix good and evil. An easy way to do that is the "family first" theme, which plausibly shows them being "good" within their "family" and brutal to those outside it.
