I use Fastmail as my email service, and this service seems to be handling the Sendgrid situation well. I regularly receive desired messages from some companies which use Sendgrid, and they arrive with a spam score of zero. Fastmail uses the "ME_SENDERREP_ALLOW" special header with a number which indicates how I have dealt with that sender in the past, so that even if I have not explicitly whitelisted that sender in my address book the system seems to automatically whitelist the sender based on my previous actions. If any spam messages from Sendgrid are making it to my account, Fastmail must be blocking or marking them appropriately because I don't notice them.
Of course, a particular spam sender does not target all available email addresses. So I might just be lucky.
Bill