Certificates of Authenticity (COA) are only as good as the person issuing them. I’ll print you out as many official looking ones that you want.
Just kidding to make a point.
At one time I was a serious collector/buyer/seller of HHOF hockey players. First, if you are buying you want to know what the autograph of the player looks like to determine if it’s authentic. Second, you want to know how the autograph was obtained. For me, a ticket stub from a signing session would suffice if the autograph looked authentic. In your case, some sort of proof that the event was attended. Serious collectors can determine if it is legit.
If you do decide that you want a COA from a reputable company, it’s probably going to cost you a ton of money to authentic each autograph individually.......probably more than what the jersey is worth. Just enjoy it.