There is usually a thumbscrew on the back of the receiver to attach the ground wire. Maybe only direct drive turntables have a ground. Dunno.
If you're using the NAD box, you wouldn't control the level outputs; it would apply gain/eq based on the switch setting and you'd just use the receiver to vary the output. Make sure you plug it into one of the OTHER inputs on the receiver (NOT the phono input).
So glad you're enjoying the M3's!
We are a whole community of "that guy" - StPatGuy