Driving High-Power RGB LEDs
One way is to use a single 36 V power supply, then essentially a small switching power supply for each LED to regulate the current thru each LED separately, but driven from PWM.

Here is what the circuit for each LED would be:



When the switch is closed, current builds up linearly thru L1 and therefore thru the LED.  When the switch is opened, the current continues thru the LED, L1, but now thru D2.  The current will now ramp down linearly.

With fast enough PWM there is little difference between the maximum current at the end of the switch closed time, and the minimum current at the end of the switch open time.  The PWM duty cycle then controls the average current thru the LED with minor ripple at the PWM frequency.

You probably want to use a PWM frequency of a MHz or more.  For extra filtering, add a ceramic capacitor from the LED cathode to ground.