You need to connect all the grounds together which includes any that are already made in the box, the one from the fixture, and the cross bar (you can either loop one of the existing wires around the screw on the crossbar or add another short piece to do this).

Yes, you need to poke the screws through the insulation.

FIRST, you need one of these to ground the metal box per NEC 250.148

http://freenec.com/T96.html

Then, the fixture cross bar should be grounded when you screw it to the box. But, you may not need the cross bar if the screw holes on the edge of the box line up with the slots in the fixture. Just put two 8-32 screws in the holes in the box. OR, if your fixture comes with a center nipple, it looks like the box already has a place to screw that in also. The fixture will be grounded by the ground wire that is attached to the fixture.

I looped the ground from the fixture around the ground from the box and attached that to the ground screw on the crossbar. I drove the two long screws through the slots in the fixture, through the mounting plate and into the holes in the box.

The center nipple was too long and blocked the light bulb, however, so I removed it. I'm hoping the fixture is properly grounded and secured, even without the nipple in place. If I've missed something, please let me know.

Fixture is installed and working. Thank you, Ron and Fred!

Sounds like you've got a perfectly good installation. As long as the box, the fixture, and the cables entering the box are all grounded you're fine.