Unfortunately, I am not familiar with this expression. But as a native English speaker, I wanted to reply so that you knew you weren't alone! Without more context, I have no clue either. I am confused. Does the gang leader have super, telepathic powers where he/she can talk with others? Can they read someone's mind? Perhaps the term, "mind-share," was mentioned earlier in the movie? It could be an expression specific to that movie and its characters.

Actually, after finishing watching the movie, I think charlescuy's explanation fits well. Not that I have some extra context but now it's clear to me that the gang just didn't want to unite with other street gangs and be "organized".

The gang leader is asking a simple question. Do they mind share? Are all of their minds actually functioning as part of a larger mind where all thinking is shared? His response is, NO! Of course, everyone's minds are separate. Bring him to me so I can get the information I want.