Wiring gauges, can I combine wires together?

I am going to be adding some gauges to my e36.  I don't have much experience with wiring though so I was hoping to run some stuff by any experts. 

Can I combine the power and ground wires together or do I need to run multiple wires to where I'm getting power or grounding?  If I can combine the wires, does it matter where they are combined? The gauges I have each have a multi wire connector and I want to add another connector after these so I can't get anything mixed up if I have to remove the gauges.  I would like to combine the three wires I need from each gauge down to one wire and have a connector with three wires coming in and out the other side.  I'll put the signal wires on another connector.  Should I just skip the second connector?

I am going to be pulling power for the gauges and its lights from the cigarette lighter.  I'd like to not cut any wires if I don't have to.  Could I make a connection like this USB charger to power both my gauges and the lighter or would it be better to cut and splice into the wires?

You can combine the power and ground wires.

Check to see if the lighter power is constant or key on. 

If it's key on and you hook the gauges to it, you'll have a draw that will drain your battery. 

Sounds like you're adding one of those aftermarket 3-gauge panels that often hangs somewhere under the radio in the interior.  Make sure the lighter isn't powered at all times; I've had a car that was wired that way by the factory.  If that's the case, you could still use the lighter wiring as a power source, but you'd want to add a relay to turn the gauge power off with ignition on/off.  

One snag; the lighter is probably on a 15 amp or larger fuse.  I went looking for fuse sizing for a 2020 Honda Accord (I have no idea what car you're working on so I picked something common and easy to find info on) and that's a 20 amp fuse.  SO, to be safe, I would buy something like this; Inline fuse holder w/ 12ga pigtails - $10

Use that as your branch out from the accessory power socket in the dash, put something reasonable like a 5A fuse in the holder, and from there you can run a trio of 20 gauge wires from a splice.  The thinking is, if one of the gauges fails and shorts to ground internally, you won't have the wiring catch fire because you've protected the small gauge wires with that inline fuse.  

Use good splices, not Scotchloks, and cover your crimps with heatshrink.  

Yes, combining wires is no problem and makes it much easier. I have a triple gauge pod plus separate oil pressure in the vent and key on power, ground, and illumination are all daisy chained. Only signal wires are separate.

I think ShawnG above meant to say if they are hooked to constant power it will drain your battery, key on will not and is what you want