1. Are the ground wires really needed? You implied no earlier, but i'm confused as to why they would then all come with ground wires. It sounds like i can just unsolder the black wires twisted around the signal wires.
The Opto ESCs can be a slightly odd creature, and it depends on what the manufacturer means by "opto".
The formal definition is "optically isolated" -- this is an term that crosses industries and means there is a electricity-to-light-to-electricity gap between the high voltage inner workings and the low voltage external control signals. it's used on bigger airframes to isolate noise, but the key to it is that in the process the grounds are isolated as well.
The marketing definition that some cheapo manufacturers have adopted is "Lacking a UBEC". It's done to save weight and cost, although the regulators built into most UBECs are a under $0.25/ea in quantity and weigh next to nothing -- under 10A it makes a big difference, but bigger ESCs this type of "opto" isn't much better.
There are far more of the latter on the market to lean that way by default, but the others are around. In either case, it's easy to check which one you have with a multimeter -- if you've got continuity between the battery ground and the signal ground, it's not isolated, and one wire will do. If you don't, it is isolated and you MUST connect both wires.
2. Can i solder wires directly to the pins on the naze32, or do i have to hook them up to a servo plug?
Must? No. Good idea? That's up to you. My personal experience is that the moment I hard solder something in, I need to reroute the cable, or replace a part, or retest a component, or . . . you get the idea. I won't say I've regretted that *EVERY* time, but I've regretted it enough that I've stopped doing it . . . well, stopped until I think myself clever enough it no longer applies and remind myself why I don't do it that way . . . again.