"just" has quite a lot of meanings and nuances in different contexts. Yes, it can definitely go with the progressive, but there is a point at which you must understand whether it carries a meaning clear to the reader or the listener.

I am not a native speaker, but in my opinion the first sentence is non-idiomatic but still correct since the "just" here may well be switched by "only" and caryy the following meaning:

- I am only coming home.

This goes better without any extra adverbs.

The other two sentences are perfectly fine by me.

The "just" there says "exactly/right at the moment/at this very moment" which goes well with the portrayed meaning.