In Settings, App Preferences make sure that Hardware Volume Control is enabled. 

I’m not asking about tuning the volume by hardware volume control, but by the Android App.

It was nice to touch the volume slider of a single speaker and then fine tune the volume of the single speaker by using the mobile device up/down buttons, now this feature doesn’t works anymore

For the stupid amongst us, please could you explain what the mobile device up/down buttons are if they aren't the hardware volume controls?

Btw, the best way to fine tune the volume is to repeatedly tap the volume bar rather than use the slider.

Well, no one is stupid, maybe we are talking about different things and I believed you talk about “sonos speaker hw volume controls”, anyway:

Yes, they are the mobile device hardware volume controls and yes hardware volume control is already enabled.

But previously we could tune the volume of a singles speaker of all the actives speakers by using these hardware buttons, but now it just tunes volume of all the speakers together

I shall take your word that this used to be possible as I have never tried it. But I still think tapping on the relevant bar is the easiest way to fine tune the volume of a single speaker.

Control can also be improved by setting max volumes on your speakers.