Something like “include:sendgrid.com -all” in the spf record.
If you can narrow it down further, say samscreen.sendgrid.com, the better but not sure if you have that choice in this case. Probably not.
Just beware, adding sendgrid to your dns will probably get the message to disappear but it does open up the ability for anyone using sendgrid to attempt to impersonate your emails more easily.