A couple things:

1. since you're talking about them not filing since around 2016, you'll need to check the filing thresholds for each year and compare their income to those thresholds to determine if they should have been filing. (You can find these in the 1040 instructions for each year. For 2018-2021, they're probably fine if they only had SS and minimal other income because the standard deduction increased substantially in 2018 and has been increasing since then.
2. They may want to file 2020 and 2021 tax returns if they didn't get the stimulus checks. Most SS recipients did, though, so this may not be necessary.