Htydjtk

The Death Eaters obviously had no problems with murdering people, and based on the dialogue in TGOF when Voldemort returns, they knew what Horcruxes were. So why then, did none of them create their own Horcrux, even if only one? Even if Voldemort did not want them to, they still could have done it behind his back. One of his Death Eaters even went as far as to get one of his Horcruxes behind his back.

Voldemort says:

"And then I ask myself, but how could they have believed I would not rise again? They, who knew the steps I took, long ago, to guard myself against mortal death?"

Note he does not say "They who knew I took steps..." which could imply that they didn't know what steps he took. How it's worded strongly suggests that the steps he took were known to his Death Eaters (certainly at least to Regulus).

Simply put, they didn't know how to and (probably) didn't have the skill to do it without seriously injuring themselves.

Per Pottermore;

Creating a Horcrux

And so we arrive at creating a Horcrux, one of the – if not the – most difficult and extreme pieces of magic the wizarding world has to offer, for various reasons.

A Horcrux is created when a wizard takes an object and binds a piece
of their soul to it. The purpose is immortality, with the logic going
that as long as a piece of your soul survives within the object, then
you can never truly die. It’s magic so Dark, so heinous, that it was
kept a secret from most of the wizarding world. Yet despite many
trying, there are only two known wizards to have discovered how to
perform it: an Ancient Greek Dark wizard called Herpo the Foul, who
created one Horcrux; and Voldemort, who mastered the spell and created
seven. Again, as with flight, it’s an example of how Tom Riddle’s
exceptional talents were twisted into evil.

_{^{Pottermore: The Hardest Wizarding World Spells}}

JKR herself describes this magic as something that's both dangerous and, frankly highly inadvisable.

JKR: Yeah, but I would imagine that other people, you know, other people are going to have tried. I think it would be naive not to think
that people have been trying for a long time, and thought they
succeeded and hadn't, or else, or else you know maim themselves or
kill themselves in the attempt. It's such a dangerous thing to do.

_{^{PotterCast Interviews J.K. Rowling, part one}}

On top of which, Voldemort, having discovered the secret of successfully creating Horcruxes, didn't categorically tell his followers what he'd learned. This presumably was out of fear that they might divulge to his enemies that he has them.

“Then you told me, two years later, that on the night that Voldemort returned to his body, he made a most illuminating and alarming statement to his Death Eaters. “I, who have gone further than anybody along the path that leads to immortality.” That was what you told me he said. “Further than anybody.” And I thought I knew what that meant, though the Death Eaters did not. He was referring to his Horcruxes, Horcruxes in the plural, Harry, which I do not believe any other wizard has ever had.”

_{^{Harry Potter and the Half-Blood Prince, Chapter 23 (Horcruxes)}}

He did, however drop the occasional hint in the belief that his followers were simply too dense to understand the importance of his idea. This ultimately proved his downfall.

J.K. Rowling: "Horcrux magic was not Voldemort’s own invention; as is established in the story, other wizards had done it, though never
gone as far as to make six."

...

"Voldemort dropped oblique hints; in his arrogance, he did not believe anybody would be clever enough to understand them."

_{^{J.K. Rowling and the Live Chat, Bloomsbury.com, July 30, 2007}}

I believe that many of his follower did not even know about horcuxes. Voldemort himself did not share this information and on the wikia it states that very few books even mentioned horcruxes and it was kept secret from the wizarding world. Dumbledore was especially adamant about this within Hogwarts

The wikia also states then when you die with a horcux you enter into a non-corporeal form and that few would live like that and most would rather die than do it.
There were also side effects to creating Horcruxes the wiki states,

One of these such side-effects is the "dehumanising" effect the mutilation of one's soul is said to have. The more Horcruxes one creates, the less human they become, both emotionally and physically

I would assume that most people simply did not know about them and those that did would not want to deal with the side effects.

It is extremely difficult to create a Horcrux. Even Grindelwald did not make one, and he is regarded as the second darkest wizard of all time. Also, it is almost as difficult to find out how to create a Horcrux then to actually do it. I found that information from this:

The nature and concepts of Horcruxes were so terrible, they were kept secret from most of the wizarding world, and very few people were ever made aware of their nature. Hogwarts banned any study of the subject of Horcruxes; Albus Dumbledore was particularly adamant in enforcing this rule.

Very few books, even those revolving around the Dark Arts, would
mention Horcruxes even in the slightest detail: Magick Moste Evile, a
book that contained much information of advanced dark arts, barely
skimmed the subject of Horcruxes as an evil subject that will not be
spoken of. In fact, only one known book, Secrets of the Darkest Art,
had detailed information on the method and consequences of creating a
Horcrux.

So even if they knew of Horcruxes' existence, they would have to track down a probably illegal book that would be very difficult to find. If they managed to find the book, it would most likely be filled with highly complex magic that they might not be capable of doing. And then there were the other effects of the Horcruxes; mental instability, a less human physical form, and a variety of other things. As Slughorn states:

Few would want to live in such a form and death would be preferable to
most.