Over there I said
Uh… no. It has to carry the difference between the positive and negative rail currents. I guess the reason for multiple ground wires is to minimize the impedance back to PSU ground.
If I were doing it all over I think I might opt for MTA-156 or MTA-100 — like some of the ±15 V formats use, but I’d probably stick with ±12 V just because there are more module designs out there that use those voltages. I’d be inclined to keep it simple and not add wires for other voltages or future use. But that’s me.
One thing I’d definitely recommend is using a connector/header combo that (unlike IDC connector and unshrouded pin header) cannot be plugged in backwards or offset.