During the mandalorian season 2 episode 5, Ahsoka mentions that Grogu’s memory grows dark and faint after the he was hidden at the end of the clone wars, aka, order 66. He was raised at the Jedi temple on coruscant. Many masters trained him over the years. At the end of the clone wars, he was hidden. Someone took him from the temple, then his memory becomes dark.
The next theory here after the Anakin one, is that perhaps Sidious took him. This would make sense since Sidoius was at the Jedi temple after Anakin raided it with the 501st. A lot of people miss this detail, but we can actually see Sidious in the Jedi Temple as Anakin kneels before him, calling him his master. Obi-Wan is watching the security recordings from the temple. If this was in palpatine’s office, which is not in the temple, then it wouldn’t make sense for Kenobi to be able to see this.
Sidious sends Anakin away to Mustafar. This is right before Anakin goes to stop by at Padme’s place, before blasting off to Mustafar to officially end the Clone Wars by having Nute Gunray deactivate all droids across the galaxy. So when Anakin is here with Padme. Sidious is at the temple, and it’s this time gap that I’m thinking could allow him to search for any hiding Jedi who survived. Perhaps this is where he senses Grogu. Now how does he know about Grogu? Dooku! Dooku was a Jedi Master who left the temple after decades of being there since he was a small boy, and who is old enough to know Dooku? Possibly to even be trained by him? Grogu. Palpatine was always mulling over the idea of a new apprentice, and in the revenge of the Sith novel, the plan was for dooku and anakin to be alive and serve him. To which of course we know what happened there. I believe Dooku would have told Sidious all about Grogu and how he was immensely powerful, just like his father, Yoda, if that is his father I’m just saying that to make the story more dramatic. Sidious had a personal vendetta against Yoda, so to take his child would be sweeter than killing him. Imagine turning his son into a Sith Lord, or, harvesting Yoda’s genes and force powers for his own twisted Frankenstein abominations. Operation resurrection, perhaps. Palpatine wouldn’t go after just any force user. He needed a being with very high Midichlorians in their blood. Anakin shaved some of his power off once he lost to obi-wan, this is what George Lucas always said, that darth Vader only became 80% as powerful as the Emperor, once he lost on Mustafar.
Grogu would have been maybe 15-20 years old during Revenge of the Sith, and his force powers were far more powerful than what we see in the mandaloirna. He had to subdue his powers as to not be found by the empire. So what I’m thinking is, he was found and taken from the temple by Sidious, and maybe sent to Kamino to be an experiment and to learn from, and there during the next 35 years until we see him in the mandalorian, he perhaps escaped, and then came under the custody of the remnants of the Empire. Now, Sidious’s clone in episode 9, looks to be about 30 years old. Rey was born in 15 aby, 5 years after the Mandalorian, just about, so this would mean if he was put on Jakku around the age of maybe 6, meaning 21 ABY, then palpatine’s cloned son, Rey’s dad, was born about 10 years after Revenge of the Sith. This means Palpatine was trying to clone himself for quite some time, and trying to experiment with different ways to put the force inside a new body. This could give life to this theory that Palpatine did indeed take Grogu from the temple. The only other option is that he travelled with a Jedi who survived and escaped, maybe like cere junda from fallen order, and the inquisitors intercepted her, took the child, and put him in the possession of the Empire.