Best way to group power pins on a connector?
I would keep grounds separate especially if you have sensitive analog and ONLY tie them at the power supply, or at least at only one place if not at the power supply.

Also, I'd physically separate powers in your connector by one pin position. For example on #2, put a space between 3.3V and +10V (pins 36 and 37).

I usually lay out my connectors based on where the circuit components are physically located relative to the connector. Pay attention to return currents and try to keep them from crossing each other, if you've tied all the grounds together on your mezzanine. With segregated grounds you mitigate this but then have to make sure your signals aren't crossing the splits.