Star or Delta makes no difference in function. In Delta, the phase-to-phase voltages are higher so the resistance of each element will need to be a little higher for the same dissipation.
You don't need 3-pole contactors/relays, to switch in a 3-phase load.
There are three phase-wires, lets call them A, B and C.
When all three are connected, you will get voltage (and therefore current) between AB, AC, and BC.
If you disconnect any TWO wires, lets say A and B, leaving C connected - you cannot get any current flow between any two. (AB has both wires open circuit, AC has the A wire open, and BC has the B wire open).
You can use MUCH easier to get and less expensive relays this way.
As a dump-load is in no small part a "safety" device, it should go on the AC side - ie, before the diode bridge.