I was walking my three tonight. A neighbour suggested I needed a short lease to connect them all to one long leash. I don't know - I think I would then need a wagon for them to pull me in.
I tried one of those 3 way leash couplers. It probably works well if all three dogs walk nicely on a leash and can agree on the direction and speed they are going. With one being a puppy though and one being elderly, it resulted in the puppy pulling on the elderly dog. The big advantage is you have only one handle to hold onto, but I think all three need to be well trained on loose leash walking.