By "linked" do you mean each finger/knuckle assembly is grouped?  If so you may have to be careful to select each group of objects (including the booleaned palm) then group the total.  Bryce won't let you select a portion of one group and then group it into another.

 

Someone correct me on this if I'm wrong.  It is like "groups" can be grouped into a larger group but not a single portion of an established group into a larger group.  I may be way off base on this.