Terminating shielded wire

I'm in the process of building a harness and have ran all my shielded wire through my mil spec connector, my question is how do I terminate the shielded wire at the ecu. For instance, I have 2 cam sensor that require power, ground and signal. the signal is straight forward but i'm a little lost on how I should ground the sensor and supply power through the shield. The only thing I can think of is splice near the mil spec connector and run a power and ground to the end of the shielded wire. Any advise?

The ecu has its own power and ground.

With the shielded wire that you are using, how many cores does it have? I normally use a three core shielded wire for sensors like this, so you end up with Signal, 5V+ and 0V running through the shielded cable. The actual shield part of the cable gets spliced into the 0V at the ECU end.

Do you want to know how to get the shield through the milspec connector, so you can use the same shielded cable on the other side? If yes, does this help:

https://www.hpacademy.com/forum/efi-wiring-fundamentals/show/shielded-wire-termination

Thanks everyone for the replies, I have ran them through the bulkhead but was confused on how to ground and power them. Now that some one said to just do it at the ECU it makes a lot more sense. Im using 1 and 3 core shielded wire, I wish i would have connected all the ground before going through the bulkhead but ill just do it at the ecu also. Thank again everyone