Different Method in Relay with two or more switch
If you need isolation you could use a dual opto isolator instead of relays: -

(source: rapidonline.com)
They come in various package sizes of course and most of them will require less current through the LED than what you will likely need for the relay so it's going to be smaller, cheaper and more efficient. Look for a type that has a decent (50% to 500%) CTR (current transfer ratio).