I'd normally let my guard down and treat them as an old friend. Share something funny/personal but not too personal. My rule of thumb is to only share things that you don't mind if your manager/boss/HR know.

I.e.: got too drunk and threw up in an Uber which cost an extra $150 cleaning fee and a dent in Uber rating is a good story to start because you show them that you're just a vulnerable human who can get carried away and make mistake, yet you're responsible enough to get an Uber instead of driving yourself home and eventually paid the price of your mistake.

Also ask them to hang out after work or on the weekends, and eventually invite them over to your place. If all these feel forced and awkward, then accept the fact that some people are just good colleagues and can never be your friends. You still can have great times with them at work - that's fine too.