I have a TF and MF at the moment and will have a PF as soon as they hit the UK shores!
I had a custom TRS (stereo) splitter made that I have used for an expression pedal to control both the TF and MF pedals, it is functional but I am not sold on the practicality of it due to the fact that you might not like the way both pedals are controlled in the same way.
for example one patch I use a lot onthe TF is banddelays guitars in space, I was trying the Wah on the MF with the expression pedal, but guitars in space uses the expression pedal for wet/dry mix… the results were disapointing. you would need to go through and disable patches from using expression control if you did not want them to be controlled, I think it would be a lot of work for little gain IHMO … so I will probably go with separate expression pedals.
as far a shared tap tempo, I have not investigated the midi side, but I had a small clone of a boss FS-5u made with 3 sockets, which I plan to plug into all three pedals as tap tempo is something that you would probably use across all 3.
regarding a shared 3 switch for up down, I think that would get really confusing and not really be that useful due to the fact that the number of preset banks on all three boxes are different.
the default is 10 on TF and 20 on MF. you can set TF to use 20, but 11 to 20 are the same as 1 to 10.
it might work if you moved patches arround to be all the same, but again it would require a fair bit of work.
Hope that helps