The CData Cmdlets PowerShell Module 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