So I have 2 H9s and a HX Stomp. I think there is a more sophisticated way to connect them as I currently just have the guitar into the HX Stomp and then a connecting cable to an H9 linked by another connecting cable to the other H9.
There is no right or wrong way of doing this. It is up to you and what you are trying to achieve with your equipment that will determine how you want to set everything up. If you are happy using the configuration you are using already, there is nothing wrong with that.