1. Demanding grooming is dominant behavior, but sometimes submissive rabbits decide it’s their turn, too. but it’s not a bad sign, rabbits will do that–the only time this is a problem is when the other rabbit refuses and it causes a fight.
2. Are you sure that’s what he’s doing? Does she hop away from him or do they fight when he does this?
3. I don’t think so. Unless it’s causing fights, don’t worry about it. Grooming is always good.
4. What do you mean by too messy? You might have to clean it up off of the floor they don’t eat it. Bananas aren’t that messy usually. I don’t think it will be a big problem for you.
Keiko might not ever groom back. She doesn’t necessarily need to. My trio has been together for a month ish now, and I haven’t seen Tank ever groom the other two, but I see them groom him and each other.
This is all normal bonding process. I think it’s fine to put all three of them together. If the girls start fighting, I’d try removing them to stress bond them a little bit and then put them back together again.