Of note, I played all three around their initial releases and then came back and finished them as an adult.
I suspect that Mario 2 is probably the best of the bunch, as, although it deviated from its predecessor, it was still a fun game with few technical issues.
Zelda 2's design feels like it was the most disjointed of the three. The overworld sucked the fun out of exploration with random encounters (always the best part of RPG design) and a generally lacking aesthetic. The 2D gameplay had some nuance to it, but it often felt clunky and overly focused (IMO) on an odd shield mechanic. One of the joys of the original zelda was exploration and encountering new environments--this one, not so much. Getting anywhere felt like a chore. The dungeons were also a letdown compared to the puzzle laden trapfests of the first game. It ended up feeling like a bad castlevania to me.
Castlevania 2 was created from excellent ideas with spotty execution and translation so bad it made the game unplayable. Unlike Zelda 2, I think the game went in a good direction, but it just couldn't quite live up to its goals. I always felt like it was easier to navigate than, say, the original metroid, but it featured fewer worthwhile secrets and the most unhelpful hints for puzzles. I feel like the moment to moment combat is reasonably consistent with the original 'vania, love it or hate it.