It's been demonstrated often enough that rail-to-rail bypassing only is not adequate.I'm also trying to find more information about correct bypassing caps. Some people suggest only a cap between the rails, some other suggest one cap to ground for each rail and some other suggest both options. Go figure...
Rail to ground should be the primary mode of bypassing.
There are two factors in bypassing: stability, which is usually covered by using the typical 0.1uF ceramic caps, and rail sagging, which depends on how power is distributed to the rails.
When the ouput of the regulators is directly distributed to the rails, sagging is minimal, but when power is distributed via low-value resistors (usually 10-47 ohms), it is essential to place large value (electrolytics) close to the opamps that have to deliver significant current. the common point of these bypass caps should be grounded as close as possible to the load return point.