Do they need to be separate fetches? If you use a single ExecuteSQL with JOINs for the foreign keys, you can get a single result set (in Avro), then use ConvertAvroToJSON to convert to a single JSON object.
If they must be in different flow files, there is currently no "MergeJSON" processor, although that would be a great contribution if you're interested in writing a full processor. An alternative is to use ExecuteScript or InvokeScriptedProcessor. In either case, keep in mind that NiFi employs a flow-based paradigm, so merging arbitrary incoming flow files can be tricky. This is done in some splitting processors (such as SplitText) by setting "fragment.id", "fragment.count", and "fragment.index" attributes on the flow files, so a downstream "merging" processor can handle these micro-batches by merging together all files with the same fragment.id. I've got an example of this kind of merging processor as a pull request for NIFI-2735. If you're using a scripting processor and just want to solve this one specific issue, you could assume that you will only get 3 incoming flow files and merge them accordingly. This is fragile but could work for your use case.
