Use a solderless breadboard or solder wire to a proto board.
As @Railroader says, use a star ground. Daisy chaining can result in grounds that are at different potentials. A bad thing.
This page may be of interest >> Common ground and why you need one
There are other grounds on the Mega. There is one next to pin 13 and there is one on the ICSP header and one one the header for programming the USB to serial chip. There are aslo a couple on the 2 row header with the higher numbered pins. Consult a Mega pinout diagram or schematic. >>
I use terminal shields and build a Power Distribution Board. The terminal shield is about $25usd thru Walmart. I build the PDB's for about $15 in parts plus less than an hour of fab. Requires soldering.