Board to Board Cable Set-up
There MUST be at least one ground in every connector. It is not a bad idea to put ground on either side of the clock. If it is not ribbon cable you can even twist CLK and GND together if it is not too much trouble. For ribbon cable twisting is not needed.
The reason for all this is to provide a relatively low impedance and consistent impedance from CLK to GND all along the cable length. If you are going to have a problem with too-high radiated emissions, it will be due to CLK above all else. If your CLK signal connector does not have a GND wire in it, you will have a larger loop for harmonics of CLK, and greater coupling into adjacent signals (MISO, MOSI, CS).
Likewise, when it comes to noise coupling in, having a ground wire adjacent to signal minimizes the ability of the noise to couple in (similar to having a differential pair).
In extreme cases, you can run one ground for each signal wire (one for CLK, one for MOSI, one for MISO). This improves signal integrity and reduces EMI. However it is kind of extreme. And if you are going to allocate that many wires it may actually make more sense to use LVDS signalling (if timing allows). Any ground wires in the signal connector do not need to be sized for DC load. They are just signal wires.