What about adding a new "Platform Quirks" page listing all the known differences in usage between the three major platforms? Then in places where the instructions are a bit different per platform, like:

   ./python.exe -m test -j3

write something like

   <python> -m test -j3

and add a link to the relevant part of the Quirks page.

On the other hand, are there enough such "quirks" (meaning things that really are the same, just different invocations/etc.) to warrant a new page?