I think what folks are saying is that you should daisy chain from the line side of the first gfci to the second room where you put the gfci, and daisy chain from the line side of the second gfci to the third bathroom. That way, each gfci sees an uninterrupted power source back to the circuit breaker/fuse box. Each bathroom can then daisychain from the load side of its respective gfci to any other outlets and maybe a ceiling light in that same bathroom.

The only shortcoming of this method is that when the ceiling lights are also on the protected side of the gfci, if it does trip, you will lose all power to the room and it will be totally dark unless it is daytime and there is a window in the bathroom. At night you are SOL if that happens.