I work on things sometimes with all my dogs together, but it's usually things they already have somewhat of a grip on. For example, they all learned how to come and sit in front of me in a semi circle around me. Each one learned to take a treat when their own name is used and not crowd their noses in when it wasn't their turn. This was for Toker's benefit, as she use to get snarky to a dog sitting next to her when I handed them a treat. So, she had to learn to keep her head away when another dog's name was used and wait her turn. Now, each dog appears to know when I say one dog's name, that it's that dog's turn and keeps his/her nose and focus straight ahead....no looking over toward the other dog, no pushing toward my hand with the muzzle. They wait their turn. It's a pretty cute trick.
I might have them all come and sit in front, then have one get around and sit next to me while the others wait. Out on a hike or walk, they all get some training together. They practice "checking in." One or more dogs might get told, "trail" which means to return to the trail. I didn't use a clicker for those kinds of things. So, it's for things all three will tend to do together and things they have a handle on.
But with teaching most brand new behaviors, skills or tricks, I find it easier to just work with one dog until he/she gets it pretty well....especially when using a clicker. I want to be sure that that dog and I can concentrate on what we're doing. Other dogs in the room are a huge distraction and I want to make it as easy as possible for the dog I'm working with when learning a new behavior.
I think someone relatively new with clicker training, as the OP would benefit from working with one dog at a time with new behaviors. Or at least, make sure somehow, the other dogs that she's not working with don't think they're getting clicked but not getting a reward. I don't think the skill of using a clicker well, the coordination and observing factor gets proficient over night. I still screw up my timing or don't pay attention when I should at times. Maybe I'm just uncoordinated and addled.:doh: Of course, I don't use a clicker that much. I go in spells, it seems. So maybe that's why.