I may have answered my own question after doing some research. I think using a Form Template might do the trick, I haven't tried it yet but I found this information to do it.
@George - here is a simple test page with a Grid inside a Form inside a Wizard.
In general, you can nest any component in any component, as long as there is a suitable exposed template or content tag (i.e. Blazor RenderFragment).
What exactly seems to be the problem in your scenario? Saying that something "doesn't work" may not be actionable for the other forum users or technical support.