A simple rule is to select one board as the master ground (in this case the arduino) or 0v point. Then all other board grounds are connected to a single common point on this board via separate radial leads. The intent is to prevent current flow demand of individual boards affecting others as may happen if you used a single jumper wire to inter-link the boards together
Note that in portable devices the term "ground" is used in place of "common reference point" which may cause confusion since it may be inferred that a stake needs driving into the earth's crust - which is not necessary.
There may of course be differing opinions on the matter, but that's democracy for you.