Hey Stefan,
but the spindle PE wire actually does usually run through all the drag chains – it’s inside the spindle motor cable 
Usually in industry, the stepper motor cables are shielded and contain a PE wire. The Onefinity however unfortunately has no shielded stepper cables (hence its susceptibility to EMI issues), but if you intend to bond and ground all moving parts of the machine individually as recommended (spindle (PE wire inside spindle cable), Z carriage, X carriage, Y carriages, machine’s foot), you can do this by simply replacing the not shielded stepper cables by shielded ones that also include a PE wire. The PE wire of each stepper cable can easily be attached to one of the four stepper bolts with a ring connector. All PE wires need to converge in one single point (star configuration) which is usually the mounting plate of the control cabinet, the earth pin of the VFD (⏚), or, on non-spindle setups, on the earth pin of the CNC controller. It is important that there is a continuity from each moving part of the machine to the ground of your workshop’s power wall box.