Design A is good.

Design C is really bad because there is no current limiting. As soon as one of the switches closes, the only limit to the current flowing through the diodes will be that provided by the power supply itself, and you will probably burn something up.

Design B might work, but only if you can guarantee that only one of the switches will be closed at any one time. If more than one switch is closed, the available current will be split among the corresponding diodes in an unpredictable way, depending on the characteristics of the individual diodes. If two switches are closed, for example, either one of the diodes might light up while the other one doesn't, or they both might come on dimly, or??? I doubt if this is what you want.

I have no idea about this myself, but is it possible that somebody makes LEDs with resistors integrated into the same package? That way you could have a proper design, like Design A, but still meet your board space requirements.

-- Russ