Hot plug safe PCB connectors
Unfortunately I'm not aware of any PCB header style connectors with the feature you want (doesn't mean they don't exist).

The biggest issue I see with your design is what happens if the power and one of the IO lines connects, but the ground line doesn't. In that case, the powered consuming device will be powered via the logic lines, potentially exposing them to undesirable voltages and/or currents.


  Other ideas on solutions are welcome as well


Two techniques I would consider to reduce the risk.


Add some protection diodes, Schotky diodes from the IO lines to the logic power rail and gound and then a Zener diode across the logic power rail. IF your timings/voltage margins can tolerate it also consider in-line current limiting resistors.
Add more ground pins, a ground pin at each end of the connector will dramatically increase the probability of at least one ground mating first.