HI John,
Equally I'm not an electrician, but I have wired up a few CNC controllers, so please take this as what worked /works for me as against how it should theoretically be done
All of the mains (E) earths should be connected to a single metal bolt which is electrically and mechanically connected to the machines metal case. From an electrical noise and ground loop elimination point it is important to have one single earth point. I Bolt the power supplies to the chassis plate which in theory will cause the PSU to be earthed, but I always connect the E terminal to the single earthing point.
Then connect the maines (L) live and (N) neutral leads to the Power supplies, you would normally take the lives through a fuse / breaker and some sort of contact breaker as appropriate.

On the BOB side I would confirm using a multi meter in ohms setting that the 0v and the GND connections are one and the same. They are not always connected together due to the BOB possibly isolating say the PWM signal from the PC, therefore the GND connection and the PWM 0v connection ideally should NOT be electrically connected. Some better quality BOB are made like this, other cheaper BOB are not like this.

When connecting to the Lenze Speed / Spindle controller for example its VERY important that the 0v of the PWM output is NOT connected to the GND terminals on the BOB or to the machine earth, the reason being the lenze controller needs a 0v to 10v signal to provide the speed control signal (0v = spindle stopped, +10v = spindle at full speed, +5v = spindle at half speed) BUT the Lenze 0v volts terminal is actually at 110v compared to mains earth and mains neutral and for that matter to the PC's ground. It goes without saying that it would be terminal for the BOB and the PC if 110v is applied to the PC ground.
This is the reason why the BOB MUST isolate the PWM 0v from the BOB GRD connections.

My BOB £8 from ebay, very common one with a single relay, does PWM and if used to control a VFD its perfect, however it is NOT suitable for the lenze controller as the 0v PWM on the BOB is electrically connected to the GRN connections on the BOB.
I had to work around this by using a DIYCNC spindle controller board which is feed with Step / Dir from the BOB and a 12V and Grd power feed. From this it generates a 0v to 10v voltage and importantly this is totally isolated from the Gnd & 12v power feed into the board AND also isolated from the Gnd of the BOB
So, in summary this allow the DIYCNC board to provide the 0v to 10v signal into the Lenze controller, which effectively means that the Lenze input voltage will vary between 110v and 120v

On my BOB I found that all of the GND and 0V connections where connected together, this is OK but care needs to be taken with things like Limit Switches to ensure that when connected to the BOB that one side of the limit switch is not connected to earth by virtue of being attached to the machine frame.

Hope that helps, fell free to give me a ring if anything is unclear

Paul