Hello Noel,
there is no single answer to this it really depends on what you want to achieve.
With VRFs you create multiple separate topologies. So in your case you can map the 3 WAN links to three different VRFs, then depending on how you map the internal links you associate the traffic of some internal networks to a specific VRF /exit point.
To be noted that without special configurations to exchange routes the VRFs are isolated so if you choice to associate the 3 WAN links to three different VRFs, you actually separate traffic in both directions, but the price to pay is that you haven't WAN link redundancy anymore.
This is the reason for saying that it depends on what you want to achieve.
IF you are going to map the WAN links to different VRFs you need also to move the eBGP peerings in the appropriate VRF using
router bgp
address-family ipvr vrf
neigh x.x.x.x remote-as
for each VRF
you define a VRF like
ip vrf YELLOW
rd 100:1
ip vrf RED
rd 100:2
you associate L3 interfaces to a VRF using
interface type x/y
ip vrf forwarding
! you need to reconfigure ip address and mask
ip address y.z.k.t 255.255.255.Z
to be done on each interface you want to associate to a VRF
Hope to help
Giuseppe