Don't get 3, get 4 - that way if you take 2 somewhere you still have 2 to leave home together!!! It works for us.
Seriously, when we got our first mini as a companion to our big horse, Target, I still wanted to be able to trail ride so I needed to be able to separate them fairly painlessly. Target actually did most of the separation training himself. He would gradually extend his stays out of sight, first cantering back after a brief trip over the hill in his pasture, and then staying away longer and longer. I did some of the work myself by leading him down the driveway and then taking short trail rides and just extending the time away. Of course, now that we have 6 minis, the problem is solved. Except now our minis will ALL whinny when my husband and I leave for walks without them!