Reading through your posts I think I finally understand what you're getting at, I think you're thinking things through a bit too much. I went back and looked at the specs of the one that I built to refresh my memory and it's practically identical to the schematics off the website you linked.
What you need to think is that, say you used scart red ground, if you connect that to the ground pin on your jamma harness, and then with a seperate wire connect scart blue ground to your jamma ground pin, they will be common to each other through the ground pin on the jamma harness. Even if you add a wire loop between them (I can't see why you would want to?), they will still both be 'common' or ground to both each other and the jamma ground pin of course.
Options here are you can either wire each one seperately to the jamma ground pin if you like, or the best option is to use a connector block or something to connect them all to one wire which you can hook up to the jamma ground pin. No need to loop them since they will all be common to each other through jamma ground whichever route you go.
Hope I've understood what you meant and if not let me know, basically follow those plans and you shouldn't get in too much trouble anyway
