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I saw an earlier thread which had a mod to do this with Sendy - https://sendy.co/forum/discussion/2138/using-sendgrid-webhook-for-events-bounces-and-compliants#Item_1
Unfortunately the download link in that thread is no longer available!
I also have seen a GitHub opensource project which helps you hook up MailGun or Mandrill but not SendGrid.
https://github.com/BlaineMoore/sendy-webhooks - perhaps we can modify this to make it work?
I really hope there is a solution out there for Sendgrid or someone who can help me! Please let me know...
i'm also using sendy and am interested in this. if anyone is able to develop something, let me know