[mrideout]

Are you sure that's still the case? I recently switched one of my site's transactional mail from a free Mandrill account to a free SendGrid account, and have not seen this issue.

I'm assuming that the issue you're referring to is triggered by the presence of a Sender header. The Sender header is present in the emails that SendGrid sends for the site in question.

The Return-Path and From address are at the domains that I specified (e.dnscheck.co and dnscheck.co).

Perhaps this is something that has recently changed, or is only an issue with certain configurations.

[Geee]

Hmm.. Actually I don't know if they've changed this.