There are ways to get them - you can look through the GroupBox.Controls list and identify them that way - but a better idea would be to keep a List of them so that you know exactly where they are when it comes to saving:
Create a private list of CheckBoxes at class level in your form:
Private myBoxes As New List(Of CheckBox)()
Add each box to the list when you add it to the GroupBox:
GroupBox1.Controls.Add(chk)
myBoxes.Add(chk)
In your Save code, use a For Each to loop through the boxes, and save the values:
For Each chk As CheckBox In myBoxes
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