Is there a way to group shared parameters? There are shared parameter groups but these are custom groups that you can use to organize your parameter and have no relationship to the grouping of parameters in the Revit property panel.
You would somehow need to feed the shared parameter into a define parameter component and then assign it a group, this is what you do when you assign a shared parameter to file.
No idea why they built shared parameters that way, with their own unrelated groups or don’t give them the ability to assign them to the parameter group you see in the property window.