I'd imagine it's more hassle than it's worth to actually get the required wire connected to the handbrake.
All that wire is, is an earth connection that when earthed lets the screen come on, when it's not the screen goes off. You can effectively just earth it to the metal of the head unit itself. That's exactly what I've done on both my DVD player in my 225 and the fold out screen in the Mrs 133.
I know what you mean about wanting to do things properly but it's only 'proper' because legally they say you shouldn't have screen on when you're driving so you're obviously not driving if the handbrake is up. For the hassle involved though, I personally wouldn't go to all that hassle, just don't try and watch a DVD and drive at the same time haha