Best practice for paralleled four leg shunt resistors connection to a shunt amp, and best placement
You are using 3x 1m\$\Omega\$ shunts in parallel for 333\$\mu\Omega\$ of resulting resistance.
I would be tempted to use 3 Kelvin connections and add 6 1% resistors (like 100 ohms or something like that) to average the voltages. Or just use 1 Kelvin connection, but you might get 5% or more error.
The issue is that there is some small amount of resistance between where the resistors are paralleled so there is no guarantee they will share equally- for it not to affect the tolerance the difference in the trace resistances would have to be &lt; 10\$\mu\Omega\$, which seems unlikely. With just one shunt the trace resistances just show up as common mode voltage.