From an electrical standpoint, grounding yourself would enhance the effects of EMF on your body, not decrease them. Assuming the effects of EMF are significant (which isn't necessarily the case), it would turn you into a giant antenna.

Whenever I work in a lab, I'm usually grounded through a wrist strap for ESD prevention purposes. I've never noticed any health benefits.

Barefoot running is a different beast entirely. That makes sense from a physical standpoint, and there's plenty of evidence for it.