I am wondering about Winter Fuel Payment

The rules about payment refer to people who live alone, or who live with another eligible person. So I think that covers your question. The charts are a bit complicated this year because of the extra money for this winter only.
This link also includes extra information about Cold Weather Payments, extra help from the energy companies.
There is also extra government money included for those on certain benefits.
www.citizensadvice.org.uk/consumer/energy/energy-supply/get-help-paying-your-bills/grants-and-benefits-to-help-you-pay-your-energy-bills/

There's an additional £300 per pensioner household in addition to the winter fuel allowance coming in Nov or Dec
www.gov.uk/government/publications/cost-of-living-support/cost-of-living-support-factsheet-26-may-2022

The money is per household. If there is one eligible person they get all the Winter Fuel Allowance plus this year the one off pensioner cost of living payment of £300. If there are 2 of you then it is divided between you as joint householders. More than 2 of you living in one household and all eligible is unusual and I think you would have to ask DWP. However the 3 of you as one household should be using the same gas and electricity so it wouldn't really need splitting 3 ways, surely?