Industry 4.0 technological expansion and the multiple accesses to the diverse Smart Grid domains (power networks, control systems, market, customer premises) entail the need to provide efficient interconnection mechanisms with connection from anywhere, at any time and in anyhow. However, this type of requirement should not only consist in imposing interoperability solutions between entities and domains, but also in searching the way to justify and trace connections (how, when, where, who) for future governance or auditing actions. This paper, therefore, presents a three layer-based interconnection architecture and several interconnection strategies, all of them adapting the traditional policy decision and enforcement approaches together with the blockchain technology to manage reliable and secure connections among entities, processes and critical resources. With this architecture in mind, the paper also analyzes the coupling level of the blockchain technology, and explores which interconnection strategy is more suitable for Smart Grid domains and their control systems.