On my CFLs I wired it as a sigle light from socket to light.
so Socket -> wire -> light.
. live to live, neutral to neutral.
Then i cut a second piece wire from some spare cable. then insert one end of the spare cable LIVE into the same little place on the first light as the first LIVE cable. its a tight fit but if you wrap them around each other and insert them as one, it works and is the proper way of doing it. Do the same with the nuetral.
Then the other side of the second wire goes into the live+neutral holes in the second light.
If you need a third light, just repeat the process.