I think your lights are 85 watts
85 watts = 7.1 amps
2 lights = 14 amps
I would use a 20 amp fuse for 2 lights
To keep it simple use 3 relays and 3 & 20 amp fuses.
You can use 1 switch to control all 3 relays because coil amperage is zip.
If it was mine I would run # 14 wires to the first light in each relay run then drop down. Cost difference is nothing to worry about.
16 gauge wire will work for the switch and coil in the relays.
This sizing is leaning to the safe side but nothing will overheat and the lights will perform at 100%.
Don’t cheat on your grounds, treat them the same as your hot wires. You’re only as good as your smallest wire. The grounds don’t need to go to the battery, but get them under the hood, makes it easier to trouble shoot.
What you need to worry about is fairly simple. Loose connections generate heat; undersized wire for the load generates heat. Heat is wasted energy and at the worst, if you don’t cheat on materials, the fuse will be popping. Make sure the wire is protected from harm. The earlier post with the link to the wire diagram is great. Use that to draw your own diagram, label the wire and materials needed and it will go together easy.
Remember the 7 P’s - Proper Planning and Preparation Prevents Piss Poor Performance
You also want to KISS the project. Keep It Simple Stupid