What do Montaigne, Paine, and Wittgenstein have in common?
About Paine, I do not know.
On LW and MM, the connection is obvious: both recognize that no general system can encompass all of philosophy. But they address the point from different stands: MM goes easy: his essays show that we can not grasp any law about anything (especially things ethical). LW goes the hard way: he states the same but, as he can not find an answer, he suffers.
But the basic aim remains: how to live a good life?
The answer lies not in words, not in discourse, but in acting, in seeing trough.