Well, clearly the central act of courage displayed by these three characters is the way that they agree to take in and hide a Jew, Max Vandenburg, and conceal him in their house. This of course was an offence which could have seen Hans and Rosa themselves carted off to a concentration camp for opposing the Reich and Hitler's decree that all Jews should be executed.
Hans as well notably chooses to give some bread to a Jew who is being marched through the streets of his city, which was a very foolhardy and dangerous thing to do. This of course means that he is beaten by a German soldier for his act of kindness:
A new hand held Liesel's now, and when she lookd in horror next to her, Rudy Steiner swallowed as Hans Hubermann was whipped on the street. The sound sickened her and she expected cracks to appear on her papa's body. He was struck four times before he, too, hit the ground.
Drawing the attention of the German Nazis in such a blatant way was risky at best and potentially lethal at worst.
Finally, consider Liesel's book-saving efforts, rescuing book that were being burnt by the Nazis and preserving them. This again was an activity that was highly dangerous and could have resulted in strict punishment or even death from the Nazi authorities.