The things to consider are what you are saying. Hopefully, you are not telling each of these women that they are the most beautiful girl you have ever seen. That would be an inappropriate way to dialogue with several people. Friendly exchanges that seek to share some general things and get to learn more about the other is more productive. That way no one can claim that you were leading them on. (Of course, some people see things as they want to see them, and might mistake any message at all as an indication that you want to seriously date that person. No much you can do about that.)
An online dating site like Ave Maria Singles can have the assumption associated that everyone on the site is looking for love and marriage. That might be true, but it is a distorted view of online dating to write only to those you want a serious relationship with. Therefore, no one should assume an initial contact, or subsequent dialogue means there is something serious developing. I don’t think anyone should feel guilty about having friendly exchanges with several people. If you have the time to keep up, and the courtesy to respond, then it is a very productive way to use online dating to determine if there is anyone you are serious about pursuing.
It sounds like you have gotten to that point of determining of person you wish to exclusively put your time into getting to know more. Hopefully, you will be talking to her about meeting in person and not just continuing electronic communication exchange. And now that this is the one person you wish to focus on, you are not sure how to tell the other two.
You mentioned you want to “slow down” communication. Does that mean you still want to be interacting with these two ladies while you pursue the third just in case it might not work out with the third one you are more interested in? If so, that’s a tough one. Obviously, it makes some sort of sense to not want to burn any bridges so you can be open to one of the other two in case gal #3 hits a dead end. But is this the right thing to do? It sounds like leading on to me. That’s probably where your guilty feeling is coming from.
Your best approach would be to be honest with the other two. Tell them you have enjoyed getting to know them but want them to know you are spending more time talking to one certain person and don’t feel comfortable continuing the dialogue with them unless they are okay with it. You could even ask their permission to continue writing just to keep in touch and respect whatever decision they make about that. But definitely contact either one of them again if it does not work out with the women you chose to focus on.
Dating sites tend to give you a lot of information about a person. You might feel like you “know” more about them than you would if you met in person somewhere. But the fact is you don’t really “know” them yet at all. You have information only. So it is best that we treat contacting members online as a networking effort, rather than some form of dating.