Wind it with a single multi tap configuration where your common ground would be the center point of the winding but do it with taps going opposite of each other then use simple dual rectifiers on each opposing tap points to get your multiple DC outputs.
Think of it as multiple half bridge rectifiers for the different voltages but they still share the common middle point as the common ground. Also by doing it that way its possible to add a second set of rectifiers(full wave configured) on each tap to create plus and minus compliments of each other. -15, -5, -3, +3, +5, +15.