The CData ADO.NET Provider for SendGrid supports standard SQL joins like the following examples.

Inner Join

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

Left Join

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