If you just want on/off from the auxiliaries, don’t use association at all. Instead, use smart lighting as described in post above:
you will find the detailed instructions in the community-created wikiHow to article on how to group lights. You just have to add each of the three switches to your smartthings network, and then follow the instructions:
http://thingsthataresmart.wiki/index.php?title=How_to_Group_Lights_Together
If you also want them to dim together, you certainly can. Unfortunately, smartthings does not provide this in the built in features, so you would have to use custom code like “dim with me” or “dim and dimmer.”
I know @Lgkahn has a custom device handler, I’m not sure if he also has a custom smart app to do the dimming.
I know this probably seems like there’s been a lot of discussion on features that just end up being confusing… Different people have different use cases, and some people do want to specifically use association. But it’s actually easier without it.