Why do you want to group those 3 transactions?
Grouping is to ensure that the three transactions either all happen or none happen.
This is useful with smart contracts and when you want to do an atomic transfer: Alice sends ASA to Bob and Bob sends Algos to Alice for example.
Indeed, in that case, you don’t want a malicious Bob to never send the payment in Algos to Alice. And a group transaction exactly ensures this.
But in your case, I guess you may not need at all grouping.
In which case, you can just do:
- first create the ASA with a single transaction
- then, in a group of 2 transactions, opt in and transfer
If the address receiving the ASA can be controlled by a stateful smart contract, in AVM 1.0 (currently in BetaNet only - not in TestNet/MainNet), you can do it using inner transactions. But this is most likely not useful at all in your case.