You can ground them to just about any bolt in the engine bay as long as it's a metal to metal connection.
When I wired mine, I rant the ground back through the engine bay and under the seat since I had to run the power wire back there anyway. Plus it keeps it out of the weather.
I suggest that you don't run the power to the headlamp circuit because you'll blow fuses like they're going out of style. I suggest running the power either to a relay off of the ignition, or straight to the battery with a hidden switch (hidden because jackasses like to turn your lights on when you're parked).
I have my switch mounted to the top of the left sidecover... hidden by the seat overhang.... It's under my left butt cheek and out of the weather because it's tucked under the edge of the seat pan.
What ever you decide, have fun...