Unfortunately, this bridge has black plating covering every component, including the movable saddles, set screws, etc. Even the bare aluminum saddle inserts in my pic just sit on top of black plating. I haven't bothered disassembling the tuning knobs, but I'm assuming the same situation.
Since this bridge is supposed to be a Steinberger clone, I searched the web for any mention of how those bridges are grounded, but couldn't find anything.
I was planning to scrape the plating away where the high E-string saddle contacts the base plate, where the aluminum saddle insert contacts its saddle, and around one base plate mounting screw hole for my grounding wire. The E-string will connect to the other strings via the zero-fret.
Just as I was about to post this reply, I decided to check the bridge with my ohmmeter. Sure enough, you are correct Mattia, the black tuner screw knobs are conducting. Relief! So I will only need to remove the plating around the base plate screw hole for my ground wire.