There are a number of possible triples with Russia, thanks to Kaliningrad Oblast. You may with to exclude this, even though it is not an overseas territory, and it is an oblast (roughly, a state or province) of Russia.

• Russia, Poland, Belarus
• Russia, Poland, Ukraine
• Russia, Lithuania, Belarus
• Russia, Lithuania, Latvia

Another, possibly more "legitimate" answer not yet given is

• Tanzania, Malawi, Mozambique

There are a number of possible triples with Russia, thanks to Kaliningrad Oblast. You may wish to exclude this, even though it is not an overseas territory, and it is an oblast (roughly, a state or province) of Russia.

• Russia, Poland, Belarus
• Russia, Poland, Ukraine
• Russia, Lithuania, Belarus
• Russia, Lithuania, Latvia

Another, possibly more "legitimate" answer not yet given is

• Tanzania, Malawi, Mozambique