As someone already familiar with having a "Triple" nickname, I consider this to be the best and most appropriate nickname of those already suggested, and I offer the following:
The Trinity:
Trin·i·ty /ˈtrɪnɪti/ Pronunciation Key - Show Spelled Pronunciation[trin-i-tee] Pronunciation Key - Show IPA Pronunciation noun
1. Also called Blessed Trinity, Holy Trinity. the union of three persons (Father, Son, and Holy Ghost) in one Godhead, or the threefold personality of the one Divine Being.
2. a union of three divine persons
3. (lowercase) a group of three; triad.
4. (lowercase) the state of being threefold or triple.
Some might quibble with the religious connotation, but isn't being a Celtics fan somewhat of a religion? This nichname works on a lot of levels. A Trinity is a union of three divine persons, and isn't the joining of Jesus Shuttlesworth, KG and The Truth the basketball equilivant?
And isn't this truly "a group of three?" No offense to the rest of the roster, but the Trinity is the whole show here in Boston. And finally the way these three guys have bonded is certainly "the state of being Threefold or triple."