First. Groovy took a lot from Ruby, but its main goal is a dynamic and powerful language that plays well with Java. Therefore, most Java coding conventions and coding styles apply also to Groovy.
About naming conventions, while I also prefer the underscore_separated_words style for Ruby / Python and others, I believe that sticking to the convention and keeping the environment is much more important than personal preferences in these types of unnecessary questions (there are other things, for example, preferring a functional style over imperative constructions or vice versa, which, I think, is more interesting to discuss :).
So, always use camelCasing for Groovy methods. Groovy documentation uses them; all methods from the standard library use them.
Finally, here is a diagram of Groovy coding rules . It has no mention of conventions or formatting, but it introduces many of Groovy's strong syntactic additions and explains when they prefer to use them :)
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