Anywhere
There are one or two cases where I ran a return wire all the way back to the box but I can't remember which one or why anymore. My instrument panel bottom edge is saturated with ground point holes an inch or less apart. When I was a radio, electrical and electronic inspector at McDonnell after getting out of the Air Force where I was a radio mechanic we inspected all grounds for several requirements but basically they were: the surface had to be prepared by removing any organic coatings with a rotary bonding brush, and AN960D washer had to be installed next to the aircraft structure to position the dissimilar metal contact between the terminal and the washer instead of the structure, a locking provision such as a split lock washer or a platenut had to be included in the hardware stack, the terminals had to be arranged in a fanned out configuration to allow good terminal contact without barrell stack stress and no more that four wires could be terminated at one point. On our RV-6A I made a concious effort to bring all of the grounds to the main "single point" ground on the firewall with a copper path but it is not done in all cases (a wire runs from the instrument panel to the firewall common ground for example) and I'm confident it is no necessary. Some concern for EMI needs to be exercised in special cases like the strobes but it sounds like you have addressed that. After 3+ years of operation there have been no grounding problems with our airplane.
Bob Axsom