Create a LAN between Mac Mini and two MacBooks without internet
I think this is what you're looking for as a cheap and easy solution:

http://store.apple.com/us/product/MC704ZM/A/apple-usb-ethernet-adapter

or:

http://store.apple.com/us/product/MD463ZM/A/thunderbolt-to-gigabit-ethernet-adapter

Get a switch, plug your three computers into it via ethernet, and configure them all with static IPs on the same subnet. You can also run a DHCP server on the Mini if you want, but it's not required for this sort of setup.

If you really want the absolute fastest, you'd need to use IP over Thunderbolt directly, but that's getting rather more complicated: http://forums.macrumors.com/showthread.php?t=1657957 Not even sure there are Thunderbolt networking switches available yet.