I have an after market HU that keeps shutting off then back on. It only does it when I turn it up with the bass turned up.

Could it be a grounding issue. I had the HU in my truck hooked up with the same amp but different sub. My truck had what I think to be a grounding strap that hooked into the back of the HU but my j dosent have one that I could find. Could this be the problem?

could be a ground issue.
but my bet would be a power issue the hu is drawing to much currant at that volume. try getting power from somewhere else..
i would go straight to the battery. fused of corse lol.

Could I just tie it in to my amp power wire?

you could i guess
but i would only do that as a temp to see if that solves the prob first.
if it solves the issue i would then run its own wire to be on the safe side