A hub dynamo acts more or less like a current source. Depending on the model, you get 400 mA (for a 2.4W dynamo) or 500 mA (for a 3W dynamo).
Voltage will rise if you pull less current. If you short-circuit the dynamo, the current will rise only insignificantly.
I have a Seoul P4 as a front light, just rectified, no further electronics.
I would put all three leds in series, behind the rectifier.
If current is too large then, just put a resistor in parallel over the three leds to bleed off excess current.
Putting a regulator (especially a switching one!) after the rectifier is a recipe for disaster if you sometimes ride a bit faster.
The regulator limits the current that you draw, so the dynamo voltage will rise.
It can then rise above 10, 15, 20 Volts, or even higher.
Switching regulators are especially bad; they diminish current draw when voltage rises, resulting in an even further rising current.
I'd stick with just the 3 leds in series behind the rectifier.
Possibly one electrolytic capacitor directly over the leds to diminish blinking at low speeds.
But, in that case, make sure that the leds are connected directly to the capacitor.
I have blown my first headlight by a capacitor that was charged to 40V when the led had a contact fault, then discharged through the led when contact was re-established.