Inside addresses: How to address more than 3 recipients @ same address? Do you list the same address each time?
Unlike email, I would say people prefer to receive letters that are addressed to them personally. Is there any reason you can't write 3 letters and in each one let the recipient know you've sent the other 2 a copy - I would do this by simply writing, 1 or 2 paragraph spaces below my signature, possibly in bold: '(A copy of this letter has been sent to Mr X and to Mrs Y.)'.