I was going to add mixOmics - thanks Farren! I made a post about it in the past that’s related to this discussion. There are a lot of online resources to help you get started.
With mixOmics, you can start with a list of variables of interest, or as @mdeleeuw pointed out, you can use the sparse Partial Least Squares Discriminant Analysis (sPLS-DA) tool in each *-omics domain to identify features in each *-omics set before putting them all together.
One thing to keep in mind is that data needs to be normalized for covariates within each *-omics type before analyzing across *-omics.
Also thank you @peixott for bringing up the pitfalls of excel with receipts, so to speak (meaning literature articles). This continues to be an important issue for researchers to keep in mind.
Does that help answer your question, @zkurlawala ? Thank you for bringing up this important topic.