Can you "ground" something in space? or do you have to have a return?

Grounding on earth works because the earth is so big.

Charges spread out away from each other. They do this because like charges repel.

They continue to spread out through the whole earth but because of the size of the earth this has negligible effect on the average charge.

So where in space is there a body that has these capabilities?

If you eject positive ions then the rocket must become negatively charged.

Unless you can also eject negative ions, the charge will attract the ions you are trying to expel and ultimately prevent the rocket from working.

I'm always making iron drives with my coat hanger.