This board can provide insulation, so if the power supply operating at 5V is separate from the 12V solenoid power supply, you don't have to connect that GND.
Wire PWMn and GNDn terminal on the optocoupler side by the method I said, and don't connect the GND of the 5V circuit.
Connect the only MOSFET side to the 12V power supply and solenoid.
May I ask you why? I think it can provide isolation.