I have no experience with housing multiple hedgies, but, from what I've read.......
You'll need to take a good long time(few months) for supervised playtime.
Need 3 sets of everything...3 wheels, 3 food bowls, at least 2 water bowls, 3 igloos, etc etc.
All 3 females should be around the same age and all healthy. Recently, someone here had her older hedgie die due to the other female in the cage(fighting, and chewed the ear completely off), the older one was starting to get WHS and was unable to run away. So if any of your females are weaker in any way, I would advise to separate.
Be ready for them not wanting to bond and get along. Or 2 of them bond and pick on the 3rd.
Don't forget, if one gets sick with something like a cold or mites, they will all get it, or they will all need to be treated as well, whether they show symptoms or not.
IMO I would house them separately, but allow supervised playtime, as long as they all got along well.