Results are presented of searches for continuous gravitational waves from 20 accreting millisecond x-ray pulsars with accurately measured spin frequencies and orbital parameters, using data from the third observing run of the Advanced LIGO and Advanced Virgo detectors. The search algorithm uses a hidden Markov model, where the transition probabilities allow the frequency to wander according to an unbiased random walk, while the J-statistic maximum-likelihood matched filter tracks the binary orbital phase. Three narrow subbands are searched for each target, centered on harmonics of the measured spin frequency. The search yields 16 candidates, consistent with a false alarm probability of 30% per subband and target searched. These candidates, ...