in all honesty... ive never .. EVER .. grouped any of my sabers.. i cant stand having to cut parts off and place them on the texture.. i hate it with a passion.. so i cant help you with that.. However..
i do texture my parts seperatly.. i find it easier that way (in my opinion)
it takes a fraction more space due to having multiple textures in file and multiple pieces to direct to on the SKIN file... but i think it saves the stress completly.
I've been getting into the habit of having one core part and one extras. Extras are where I put all the buttons and little pieces that are skinned differently than the core saber. There's really no wrong way to do it.
as far as i know.. if you make a shape in 3d studio, gmax that is solid (box/cylinder/sphere/ect) it doesnt draw the insides .. but thats from what ive seen.. i could be wrong.