How to say: mind their/his own business.
How?

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Fatti gli affari tuoi (mind your own business)
Fatevi gli affari vostri (my your (second plural) own business)

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You know it really depends on the context:
 
1) Fatti gli affari tuoi! (Mind to your own business! = Don't bother me/ go away!)

2) Pensa agli affari tuoi (You'd better care much more to your business)

For details, comment below. Bye

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The most common way to express that sentence in italian is:
"Dovrebbero farsi i fatti loro" oppure "Dovrebbero farsi gli affari loro".

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(Lui / lei) dovrebbe occuparsi dei fatti suoi or dei suoi affari.
(loro) Dovrebbero occuparsi dei fatti loro or loro affari.

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I mind my own business.  Mind your own business.   (singular)   He/She should mind his/her own business.

They should mind their own business.  (plural)  We should mind our own business.