It depends.
What are you testing for?
Note that the size of the conductors may affect the calibration. Conductors should be sized based on 75 deg. insulation.
If you test individually the relay should trip early due to differential action. If you test in series you may not identify a late tripping pole.
A complete test would include testing with rated current through two poles and a variable current through the pole under test as well as a test with the same current through all three poles in series. This way you will be able to test both differential action and overload tripping.
However, if you have a nuisance tripping issues, a first, fast test would be all three poles in series at rated current.
Bill
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"Why not the best?"
Jimmy Carter