I've honestly never heard of anyone ever doing this, but it sounds like it could be great if done well. If you're only using 3 LEDs it may not be an issue, but be careful about overheating. You may need to use a heat sink if you use more though. Parallel is definitely the way to go. You can go series if you want, but you have to add the voltage drop of each LED into your equation to get the resistor value right. Also, if you're in series and you burn out one component, everything dies. It's a little harder to troubleshoot if you don't have experience, but not much.
Keep in mind: when using common resistors in parallel, the total circuit resistance will be equal to the resistor value divided by the number of resistors. So when you add resistors in parallel, you are effectively lowering your total circuit resistance. Lower this too much and you'll not only drain your battery faster, but run hotter.
Keep in mind: when using common resistors in parallel, the total circuit resistance will be equal to the resistor value divided by the number of resistors. So when you add resistors in parallel, you are effectively lowering your total circuit resistance. Lower this too much and you'll not only drain your battery faster, but run hotter.