The CData FireDAC Components for SendGrid supports standard SQL joins like the following examples.
An inner join selects only rows from both tables that match the join condition:
SELECT Recipients.Email, Lists.Name FROM Recipients, Lists WHERE Recipients.ListId=Lists.Id
A left join selects all rows in the FROM table and only matching rows in the JOIN table:
SELECT Recipients.Email, Lists.Name FROM Recipients LEFT OUTER JOIN Lists ON Recipients.ListId=Lists.Id