Why not just ditch the bec from the esc and plug the external into the rx and use that to power it all? Otherwise, I'm no genius but I don't see any problem with what your doing.
Ditch the BEC on the ESC, as E-Revonut stated, and then use a Y harness to connect the BEC and servo into the same RX slot. The reason is that the power will flow straight from the external BEC to the servo, and not through the RX.
But honestly there is no worry running the servo's through the RX, as far as I know, most receivers just wire all the positive and negatives together in one big line, so they act as a huge expander "Y" plug (more splits into more than 2 though). And the receiver probably has less resistance than the tiny 22awg servo wires.
The issue I believe is 2 7955's in a super crawler pull big amps - I'm hearing on the crawler forum that this can kill the RX (which I'd rather not do)...
There is nothing wrong with what you are doing. And yes, it makes sense that the servo needs to have the same ground reference. After all, without a common ground, the servo doesn't have a reference point...