For Megastar Salman Khan,
Abhi Saans Lene Ki - Jeet 
Saanson Ne - Dabangg 2 
For Shah Rukh Khan,
First song was the title track from Ram Jaane but Sonu's voice was filmed on Vivek Mushran while Udit's voice for Shah Rukh Khan.
The first song with Sonu's voice (solo) filmed on Shah Rukh was,
Yeh Dil Deewana - Pardes 
Halka Halka - Raees [2017 - Not used in the film]
If we consider only the song used in the film then,
Phir Milenge Chalte Chalte - Rab Ne Bana Di Jodi 
For Aamir Khan,
Sonu Nigam sang Zindagi Maut Na Ban Jaye from Sarfarosh but not filmed on Aamir Khan.
First song filmed on Aamir Khan was,
Tanhayee - Dil Chahta Hai 
Bhagwan Hai Kahan - PK 
Love is a Waste of Time - PK