When you have nested GridFields, the following issue arrises.

Suppose a Page has_many Teams which has_many Players. When you add a new Team you can see the next gridfield which holds the Players. In order to add Players, you'll have to save the Team first, and then add a Player. Needless to say, this will be a disaster for nooby users as they will add a whole team of players, only to find that they forget to save the Team.

I already have an idea on how to solve it, but I'm eager to hear other methods.

Possible solution: add an entwine hook to the Player "add" button that will save Team. I'm just not sure what happens when there is a validation error, eg when the Team Name (required) isn't filled in.

The way I usually tackle this is conditionally add the gridfield, kind of like it was before with the fileupload field in 2.x.

So in Team show the gridfield if the team has an ID, and if not, show a message (to add players first save the team).

That's not a bad idea actually :-)