Connecting the probes without ground lead to the individual phases should be safe (though with limited common-mode rejection ratio), as long as you observe the
overvoltage category rating of both the probes and the scope. Since 3 phase power is usually used for high power residential or even industrial loads, you might need CAT III 600 V or even CAT IV 600 V rated probes and ideally a scope rated for CAT III/IV (though not necessarily at 600V because of the 100x attenuation of the probe). I believe the Multi-Contact IsoProbe series might contain some suitable probes (also sold under the Fluke brand for their ScopeMeters). Not sure about scopes rated for CAT III/IV beyond the $$$ Fluke stuff.
Of course you might have a low-energy CAT I 3 phase circuit, for which any CAT I 600V probe and pretty much any 1 Mohm scope should be safe. If you only care about the low-frequency content, a suitable 3 phase transformer might improve safety in absence of CAT III/IV probes.