I am in the process of installing a new HU. I decided on the Pioneer AVH-P4000DVD. It is going into an 05 Chevy avalanche. I want to keep Onstar and also the steering wheel controls. I also want to have the ability to view dvd's while in motion. I bought all 3 of the modules that will make this work. I see that all 3 of them each require a power wire and a ground wire. Is it possible to connect all 3 modules together and connect them to a single power source in the fuse box and a single ground? Thanks in advance.

Yes, as long as you're not over amping the fuse for that circuit you should be fine.