It's theoretically slightly better if you can avoid multiple ground circuits, but practically, any extra noise created (or rather, not reduced) as a result is so small to be insignificant against the general background noisiness of guitar and amp circuits. If you had metres, rather than a few cm, of wiring in a guitar, then it could be noticeable. But you don't, so I'd much prefer to be like Marcel and have soldered ground connections between all the pots and ignore the effect of the shielding ground connection.

You could always cut away the shielding foil around two of the controls so that those two pots don't touch the foil, but I really wouldn't bother myself.