I have currently created a workaround but to be honest I'm not sure if this will break other aspects of the grab system. I got this working by disabling the reparenting of the object (with a bool) in the Grab() and Drop() methods in the XR Grab Interactable script.

I copied the file XRGrabInteractable.cs from the XR Interaction Toolkit and added a new boolean called changeTransformParent

[SerializeField]
bool m_ChangeTransformParent = true;

/// <summary>
/// Whether to set the parent of this object when this object is grabbed
/// </summary>
public bool changeTransformParent
{
    get => m_ChangeTransformParent;
    set => m_ChangeTransformParent = value;
}

And here are the Grab() and Drop() methods after adding the bool

/// <summary>
/// Updates the state of the object due to being grabbed.
/// Automatically called when entering the Select state.
/// </summary>
/// <seealso cref="Drop"/>
protected void Grab()
{
    m_OriginalSceneParent = transform.parent;

    if (m_ChangeTransformParent)
        transform.SetParent(null);

    // Special case where the interactor will override this objects movement type (used for Sockets and other absolute interactors)
    m_CurrentMovementType = selectingInteractor.selectedInteractableMovementTypeOverride ?? m_MovementType;

    SetupRigidbodyGrab(m_Rigidbody);

    // Reset detach velocities
    m_DetachVelocity = Vector3.zero;
    m_DetachAngularVelocity = Vector3.zero;

    // Initialize target pose for easing and smoothing
    m_TargetWorldPosition = m_AttachPointCompatibilityMode == AttachPointCompatibilityMode.Default ? transform.position : m_Rigidbody.worldCenterOfMass;
    m_TargetWorldRotation = transform.rotation;
    m_CurrentAttachEaseTime = 0f;

    UpdateInteractorLocalPose(selectingInteractor);

    SmoothVelocityStart();
}

/// <summary>
/// Updates the state of the object due to being dropped and schedule to finish the detach during the end of the frame.
/// Automatically called when exiting the Select state.
/// </summary>
/// <seealso cref="Detach"/>
/// <seealso cref="Grab"/>
protected void Drop()
{
    if (m_RetainTransformParent && m_OriginalSceneParent != null && !m_OriginalSceneParent.gameObject.activeInHierarchy && m_ChangeTransformParent)
    {
        bool exitingPlayMode;
#if UNITY_EDITOR
            // Suppress the warning when exiting Play mode to avoid confusing the user
            exitingPlayMode = UnityEditor.EditorApplication.isPlaying && !UnityEditor.EditorApplication.isPlayingOrWillChangePlaymode;
#else
        exitingPlayMode = false;
#endif
        if (!exitingPlayMode)
            Debug.LogWarning("Retain Transform Parent is set to true, and has a non-null Original Scene Parent. " +
                "However, the old parent is deactivated so we are choosing not to re-parent upon dropping.", this);
    }
    else if (m_RetainTransformParent && gameObject.activeInHierarchy && m_ChangeTransformParent)
        transform.SetParent(m_OriginalSceneParent);

    SetupRigidbodyDrop(m_Rigidbody);

    m_CurrentMovementType = m_MovementType;
    m_DetachInLateUpdate = true;
    SmoothVelocityEnd();
}

Here is the full script - please note this for the specific version: 1.0.0-pre.5

https://pastie.io/rlsfnj.cs

TLDR; This is a hack of the original file XRGrabInteractable.cs and might break other things