There are many ways to approach this.
1) you don't need a ground at all. Can use Pins 2 and 3 only. Others have tried this; I haven't heard it.
2) Counter-spiral a ground (Pin 1) around a twisted pair for Pins 2 and 3. Or put the twisted pair in a teflon or other tube, and counter-spiral the ground outside the tube.
3) Twisted pair with braided shield for Pin 1.
Grannyring has likely tried variations 20 ways from Sunday. Hopefully he will offer his view. I recall he likes the braided shield for XLR.