SPCR

Are there places, preferably in Europe/UK that sell pre-made splitters like that?

In particular, I want the CPU sensor to control my 3 PWM fans.
What I don't want is to power them from the tiny CPUFAN socket on the mobo as altogether they might in theory suck up to 6W, so what I want is a 3 way splitter from 4pin PWM to control the 3 fans and to supply the power to the fans directly from the CPU.

Before I cut the cords, I want to look at what's out there already.

Something like this?
That splits the PWM signal 3 ways, but draws the power from the PSU. One issue that might annoy some people is that all 3 PWM leads are all attached to the one plug, so you will have 3 wires surrounding the CPU_fan header on your mobo. If that was likely to bother you then you might need to try and find one that daisy chains them.

That Akasa splitter does the job. Just make sure it actually works on your system. For me, it didn't work with an older version of Speedfan (the currently stable version), but it does work with the current beta.