  We present new multi-band transit photometry of three small (R$_{p}$ < 6
R$_{\oplus}$), short-period (P < 6 days) Kepler planet candidates acquired with
the Gran Telescopio Canarias. These observations supplement the results
presented in Col\'on & Ford (2011) and Col\'on et al. (2012), where we used
multicolor transit photometry of five Kepler planet candidates to search for
wavelength-dependent transit depths and either validate planet candidates or
identify eclipsing binary false positives within our sample. In those previous
studies, we provided evidence that three targets were false positives and two
targets were planets. Here, we present observations that provide evidence
supporting a planetary nature for KOI 439.01 and KOI 732.01, and we find that
KOI 531.01, a 6 R$_{\oplus}$ planet candidate around an M dwarf, is likely a
false positive. We also present a discussion of the purported "sub-Jovian
desert" in the orbital period-planet radius plane, which cannot be easily
explained by observational bias. Both KOI 439.01 and KOI 732.01 are likely
planets located within the so-called desert and should be investigated with
further follow-up observations. As only ~30 of the ~3600 currently active
Kepler planet candidates are located within the sub-Jovian desert, it will be
interesting to see if these candidates also survive the vetting process and
fill in the gap in the period-radius plane. Confirming planets in this regime
will be important for understanding planetary migration and evolution
processes, and we urge additional follow-up observations of these planet
candidates to confirm their nature.
