If they have lines or specific actions, it's important to give them all names. Why? Because each one will be played by a different actor. Each actor needs to know where s/he is at any given time, what s/he is saying and doing, and so forth.
The director needs to know those things as well. The casting service needs to know the number of unique henchmen. Etc. Etc.
If you look at the credits for actors in a movie, some of the character names will be "Woman in park" or "Lunch patron #3." That's fine. In general, people with a spoken line get a credit.
Then there are extras. Extras do not have speaking lines but they're important to the film. You can name and describe extras as a group.
Chances are you will have maybe 3-6 named characters who are henchmen and 30+ who are extras. It will be easier for casting if you consolidate the lines with just a handful of them (cheaper to pay extras).
Figure out which henchmen are characters, name and describe them (if a description is necessary beyond the range for the general group, for example, the group is probably all adults). For the others, state how many need be in each scene they appear and what they are doing.
- Henchman #1 (female, late 30's, tall and muscular)
- Henchman #2 (male, mid 50's, short and wiry)
- Henchman #3 (early 20's)