"Put an oscilloscope on the pins and look at the signal quality." still applies. You're playing with electrons. Sometimes you have to look at them.
I can't see your wire from here :smileyhappy:
The "wire" should be twisted pair, with a ground twisted with each signal wire, or it should be a flat-flex cable with every alternate pin being a ground wire.
You shouldn't rely on the power supply grounds to be the return for the signals.
1MHz has a 300 meter wavelength in air and about half that in wire, so you're probably not going to run into speed of light problems at that clock rate. If the SPI drivers (that you're connecting to your cable) have a slew rate of a new nanoseconds, then the frequencies there are going to notice a foot of cable.
Are these boards professionally designed with connectors and cabling designed to be plugged together like this, or are they something you've designed.
This stuff is all part of the project.
Tom