I'm using XLR 4-pin for motor connections. Signal connections (limit switches, e-stop, touch plate, etc) use GX16, bought cheap from Aliexpress. That's (I believe) the same connector that the usual air- and water-cooled spindles use with a screwed locking ring for security. Just hold them over a box or tray when you try to refit the fiddly little screw on the side...