How to maintain EMI shielding whilst penetrating the shield with cables?
First: Don't try to solve a problem that is not there to begin with :) 
I know this is obvious, but attempted solutions to imagined problems often cause other problems.

Second: If you are worried about EMI noise visible on the low light images, I believe the problem should be addressed at the CCD chip design level. Maybe outside the scope of your question.

With that said, you have a standard EMI question and I can provide my standard EMI advice that have worked for many many products:


A Faraday cage (metal box) is almost always required if you have multiple boards or things sticking out from one board. In your case we haven't seen the camera, but it's likely that you need a Faraday cage. You may have a problem with the opening for the lens, depending on how that is engineered. A Faraday cage does not need to be solid, but can be a net. Do some testing to see what is sufficient if you want to optimize this.
All wires should preferably go in and out in one side of the box and preferably the same side where you make the connection between the internal ground and the Faraday cage.
All shielded cables exiting the Faraday cage should have the shield connected to the Faraday cage (look at the shield as an extension of the Faraday cage). Notice that getting the parasitic inductance really low is essential for high frequency operation. This is a good option for your Ethernet connection.
All unshielded cables exiting the Faraday cage should have a low pass, low inductance filter between each wire and the Faraday cage where the cable exits the Faraday cage. This would work well for your DC-connection.


With the information given, this would be my best advice for you. Feel free to ask more questions.