It's actually option A. Since it says "fewer characters than any opponent," as long as any one of your opponents has more characters than you, you get the bonus.
I did a quick search on the FFG forums, and found this post:
So long as there is even one opponent with more characters than you, your characters get +2 each. If you were supposed to have the fewest characters to get the bonus, it would read something more like "while you control fewer characters than each opponent..." or "while you control the fewest characters...".