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.