My solution was to use a small radiator hose clamp around the body of the
sensor and a piece of copper wire that grounds directly to the ECU. I agree,
the ground running through rusty bolts etc. to the cylinder heads is
questionable at best. The radiator hose clamp-method works perfectly though
it's probably more prone to corrosion problems than soldering.

I don't think you'd have any luck trying to solder a wire on the case.

I also thought about making a copper ring with a ground wire attached that
would fit under the sensor when you install it. Soldering copper to copper
is always easy.

The multi wire sensors are all grounded, yes.