Shielded breadboard jumper cable wires
You could use shielded 1.27mm pitch ribbon cable with IDC connectors. Cut off all but the pins on either end of GND/Vcc(optional) side of the IDC (breadboard end of the cable). There will be grounds between each signal conductor, but the ends won't be connected on the breadboard side except for one. 

If you can't find short lengths of the shielded cable at a reasonable price (last time I recall several hundred dollars for a small spool), you can wrap copper tape with conductive adhesive around a regular ribbon cable.

This is probably okay for maybe 20MHz with 6" of cable.