We present a search for continuous gravitational waves from five radio pulsars, comprising three recycled pulsars (PSR J0437-4715, PSR J0711-6830, and PSR J0737-3039A) and two young pulsars: the Crab pulsar (J0534+2200) and the Vela pulsar (J0835-4510). We use data from the third observing run of Advanced LIGO and Virgo combined with data from their first and second observing runs. For the first time, we are able to match (for PSR J0437-4715) or surpass (for PSR J0711-6830) the indirect limits on gravitational-wave emission from recycled pulsars inferred from their observed spin-downs, and constrain their equatorial ellipticities to be less than 10-8. For each of the five pulsars, we perform targeted searches that assume a tight coupling between the gravitational-wave and electromagnetic signal phase evolution. We also present constraints on PSR J0711-6830, the Crab pulsar, and the Vela pulsar from a search that relaxes this assumption, allowing the gravitational-wave signal to vary from the electromagnetic expectation within a narrow band of frequencies and frequency derivatives.