I do not have my machines grounded. Given the fact the powder is encased in the powder tube, and no direct electrial contact I see no need for this, nor do I use any electrical accessories on my machine. If you use electrical powered accessories, similar to the Dillon case collater, etc., these should already be grounded through a three prong plug.
I do use a radio in the area, as well as have other electric items in proximity, but not attached to the machine. Given the fact the powder is encased in the powder tube, does not emit explosive vapors like fluids, etc., and there is no direct electrial contact, I see no need for this.