Azarenka dispatched Andrea Hlavackova 6-3 7-6, Sharapova saw off Klara Zakopalova 6-4 6-3 and Williams, seeded nine and making her first European appearance of the season, thumped unseeded Russian Anastasia Pavlyuchenkova 6-2 6-1.
According to U.S. news wire service Reuters, Serena eased through a day after her sister Venus was knocked out by Germany’s Angelique Kerber.
Sharapova, who beat world number one Azarenka in the Stuttgart final last month, was first up on the unfamiliar blue clay of the Manolo Santana show court.
The color is a controversial innovation at this year’s edition of the event and has prompted complaints from Novak Djokovic, Rafa Nadal and others.
With the sliding roof closed to keep off the morning drizzle, second-seeded Russian Sharapova found her range and broke Zakopalova’s serve in the opening game.
The three-times grand-slam singles champion wobbled when serving for the match at 5-2 in the second set but broke again in the next game for a comfortable win.
Sharapova next meets another Czech, unseeded Lucie Safarova, who beat Spanish wild card Carla Suarez Navarro 6-3 6-4.
“I did feel a bit of a difference with the amount of clay that is on the court and the bounces were a bit off, especially the first couple of days of practice, but I feel like it’s got better and settled in a little bit,” she told a news conference.
“You just have to work on your balance a bit more,” added the 25-year-old world number two, who will be chasing the only grand slam that has eluded her at the French Open starting later this month.