Simple rule of grounding: all the grounds of a given circuit should physically form the smallest loop possible.
The "physical" part and the practical execution is where the simple rule may not be so simple.
Take a single tube stage. It has a grid reference resistor running from the grid to ground (either a resistor, or a pot). It also has a cathode resistor running to ground, and at the far end of the plate load resistor there is a filter cap running to ground.
The circle from the grid, through the grid resistor, ground, up through the cathode resistor and to the tube cathode is called the "grid circuit" or "input circuit" (for a grounded-cathode or common-cathode stage). The circle from the plate, through the plate load resistor, through the filter cap, ground, up through the cathode resistor and into the tube cathode is the "plate circuit" or "output circuit" (again, for a common-cathode stage). Each of these "loops" or circuits shoudl ideally be as direct and physically small as they can be. Keeping the loop direct lessens the change of having a low-level signal ground contaminated by large hum currents from a big stage as exists at the power transformer secondary, rectifier and first filter cap. Keeping the loop physically small lessens the chance of the wiring picking up hum, RF or other noise electrostatically like an antenna.
So your best plan is to have the ground lug of a volume control connect to the cathodes of the tubes it is between with short wiring. Fender already does this (sort of) by running a wire from the cathode resistor ground eyelet to the brass plate under the controls. Not perfect, but it usually does the job.
If you don't have real hum problems in an amp, or have them but still have original filter caps, I wouldn't mess with the Fender method. There's nothing sacred about the way they did it, but it has worked well enough in a large number of amps, and there's no sense in accidentally created a grounding problem by trying to fix a perceived grounding problem (if you're not having noise that cannot be fixed any other way).