Shield grounding

The wiring info for the Link g4+ says to connect sensor shields to the sensor ground, but the courses here suggest wiring to a power ground. I get that you wouldn't want noise to drain into your sensor ground, but that's how Link says it should be. Should I follow Link's suggestion or should I splice my shields to the power ground connected to the ECU?

Jacob - did you get any responses to this question?

No, I haven't.

I always ground to a known 'clean' ground outside of my sensor grounds for any shielding rather than a sensor ground, it just seems a safer approach, however, this is just my SOP.

With regards to Link's manual, in my experience wiring practices suggested by ECU manufacturers can end up being a bit of a compromise/they need to limit their liability. If they suggest grounding to the sensor ground they're able to control exactly the quality of the connection, it's not potentially a dirty ground jumped over to another bolt through a rusted out chassis through a piece of bubblegum to then be attached to your drain wire. At least thats what I'd assume they're doing, Motec does this as well in their flying lead harnesses.