Dave,
Yes, ground back at the controller box and not the motor side. Metal box would be better, but use it and you can always encase it with Al metal duct tape ( cheap alternative ) on the outside and you have a metal enclosure.
Here is some more confusion or conflict for your understanding.
A shield is nothing more than a metal enclosure which provides a low reisistive path to ground. Lets use the analogy that the air around us is really a snow storm full of electromagnetic energy ( noise ( signals we can't understand ), TV, radio signals, high and low signals, anything sparking, etc. They are there but we can't see them. A shield will keep what's inside from going outside and vise versa. The shield can be totaly closed 100% or maybe have holes / an open braid say 50% which is open. Now that open braid shield can become closed if the snow is big ( so allowable openings, electricaly speaking are dependent on frequency if your trying to keep radiating ( signal getting out of shield ) or conducting ( signal getting past / into or onto the conductor inside the shield). An accumilatiion of snow may not bother you while walking outside but if you never shook it off it may overpower your ability to walk. In order for the snow to stick it has to have a source ( something creating it/ motor, pulse frequency, transformer, kid playing with a sparkler ) and addtionaly it needs to stick to you ( conduction, unlikely induction, sometimes a combination of conduction and radiation ( rain and snow mix ). Now if your snow clothes ( shield) lets the snow go easily to ground you don't have to worry about it bothering your walking, but.... watch out if a whole bunch comes down on you at once from a tree ( overload / a motor turning on and generating a lot of noise), right on your butt you go ( computer locks up, signal interference , loss of or addititons to the steppers). Now since your only walking back and forth and the snow falls equaly on each side of you ( common ground with equal resistance values) no big pile will form and interfere with the small pile of snow getting to the ground ( ground loop ) happens.
No wonder you "E" guys tell us process guys to go back to our cubical!
RICH