As far as I understand bones, no, you don't join things in the Vertex Modeler. If I understand you correctly, you'd have to boolean them together to get them more joined than they are. As bones are installed in the Assembly Room, no matter how many pieces it took to build it in the Vertex Modeler, it's only one piece in the Assembly. When it comes to fine-tuning and determining influences over certain vertices, you can select the whole piece in the Vertex Modeler and assign it to a particular bone.

Nice model so far. I especially like the back of the hands.