Yes. The best way is to twist the sig+ and sig- uniformly. Don't add any other signals to the twisted pair. This way, there will be no un-even noise on the pair. If you add any other wires in between, there will be a risk of injecting noise from that extra wire.

The twisted pair is used to create a cheaper solution to shielding. However, if a cable provides the shielding on top of the twisted pair, it is the better solution. The shield must be connected only on one side of the cable to the GND (No current should go through the shield itself).
For example for RS485, we can do this:

In this picture, they probably used a pair for GND to gain a lower wire resistor. I don't think it makes a difference to use a single wire for GND.
If it's not possible in your project, the simple twisting of the pair of sig+ and sig- of your DAC should do the job.