Also, if the output rails are common ground, consider jointly regulating them, that is, taking a weighted sum from several (or all) outputs. This doesn't fix the cross-regulation introduced by leakage inductance, but it helps the outputs track an overall average, which improves regulation on average (~equally weighted) loads.
Note that negative outputs have to be handled differently, because the TL431 does not have a noninverting input (or it does if you look at it the right way, but therein lies the difference of handling).
Tim