I think it's jarring when authors switch pov without a clear, unambiguous break too. Most editors and writers recommend section breaks. I read a novel a while back where I was firmly inside the head of one character, who was inside a store talking to a clerk, and wham, in the next paragraph we're outside in the head of his friend in the street. No scene break or anything. This was a constant thing with this book, and to make it worse, sometimes there were scene breaks for pov shifts, but not always. I am not sure if this was an editorial decision or poor formatting of an e-book (blank lines do disappear in e-books sometimes). It forced me to do a lot of rereading of paragraphs to keep it straight whose head I was in.
With limited third, it's generally recommended that pov shifts happen at chapter or section breaks, and that the writer opens the new viewpoint with some orienting information so the reader knows through whose eyes they are seeing things. With multiple first person, many writers will have chapter or section headers with the name of the viewpoint character as well (some do this with limited third).
It's possible to shift pov at a paragraph break in limited third, but it means the writer needs to make the transition very clear. There are some tricks that allow writers to do this, but it seems like most these days use section breaks (in a manuscript you type # in the center of the line) or chapter breaks, at least in the genres I tend to read most.
Some writers who use omniscient will disclose the thoughts or feelings of different characters within the same section, with only paragraph breaks (or even within the same paragraph). That is a different technique than a pov change, and if done properly it shouldn't confuse the reader. With omniscient, you are in the viewpoint of an external narrator who can read the minds of any or all characters and who knows things that no character may be aware of. It's a different style, though some styles of omniscient will stick with one character for a long stretch and start to feel like limited third. They need to provide good transitions when they pull the camera back out to a more external view.
Really, the only "rule' is to keep your reader engaged and to not confuse them. If I go "Huh?" and have to reread a paragraph again, that means the writer failed at this (imo). If it happens too many times, I may give up on the book.