As far as EMGs go, their quick connect (older) and solderless (newer) systems handle all of the grounding and shielding you need. Shielding the cavity won't do anything for EMGs and you shouldn't ground the bridge either. EMGs are almost utterly hum-less by themselves and additional shielding/grounding only invites problems (plus the new solderless system is a pain to do any additional soldering with anyway). Much older EMG designs, or EMGs installed in MIK/MIC guitars, tend to be soldered in. These pickups tend to use vintage braid wire, with the outer braid being the ground for the pickups of course. These pickups still do not require the bridge to be grounded although shielding can help a little.
As for whether shielding makes any difference or not, I'll repeat what I said in the other thread the last time this came up; the guitars I have that are shielded don't hum, despite having pickups prone to hum. The guitars I have that aren't shielded do produce audible 50-cycle hum, despite having more efficient pickups. Maybe it's blind luck, but I highly doubt it. For what it's worth my one and only guitar that isn't shielded and doesn't hum is also the one with EMGs (using the solderless system).
So yes, shield and ground the guitar and yes, shielding paint needs to be grounded.