If you set margins on the columns it will "break" the Bootstrap grid. The spacing between the columns (gutter) is created with padding. Therefore, you should add another container/box inside the columns for the shadow, and then adjust the column padding as desired:
<div class="row">
<div class="col-md-4 col-sm-6 text-center feature-item rounded py-3">
<div class="shadow">
<div class="feature-icon pb-3">
<i class="fa fa-piggy-bank"></i>
</div>
<div class="">
<h4 class="">Some title.</h4>
<p>some testxt asdfasdfoa aasdf kjkha asdfasfd khasdf khjkhjkh asdffd khkjasdf kjhkh asd kjhkhasd khkh adsfhkh asdfasfd.</p>
</div>
<!--//content-->
</div>
</div>
<!--//item-->
<div class="col-md-4 col-sm-6 text-center feature-item rounded py-3">
<div class="shadow">
<div class="feature-icon pb-3">
<i class="fa fa-piggy-bank"></i>
</div>
<div class="">
<h4 class="">Another title.</h4>
<p>some testxt asdfasdfoa aasdf kjkha asdfasfd khasdf khjkhjkh asdffd khkjasdf kjhkh asd kjhkhasd khkh adsfhkh asdfasfd.</p>
</div>
<!--//content-->
</div>
</div>
<!--//item-->
<div class="col-md-4 col-sm-6 text-center feature-item rounded py-3">
<div class="shadow">
<div class="feature-icon pb-3">
<i class="fa fa-piggy-bank"></i>
</div>
<div class="">
<h4 class="">One more title.</h4>
<p>some testxt asdfasdfoa aasdf kjkha asdfasfd khasdf khjkhjkh asdffd khkjasdf kjhkh asd kjhkhasd khkh adsfhkh asdfasfd.</p>
</div>
<!--//content-->
</div>
</div>
<!--//item-->
</div>
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