I've actually had to think about this! lol
I talk about it. When I'm with Possibility I talk about Breathes & vice versa. It doesn't seem to annoy them although I haven't thought to ask.
There's nothing wrong with letting your partners know you are thinking about them when you're with the other, unless you're obsessively thinking about them then I would think some serious introspection would be in order so you could figure out why you were obsessing.
There are as many ways to do polyamory as there are people practicing it!