If you hide the first dialog with the Visible parameter, it will remove its child components from the render tree and Blazor will dispose them, so you couldn't keep the grid in it "alive". Perhaps you can try to add a Class to it that is conditional, and raise a flag when the grid goes into edit/insert mode (that is, when the second modal is to show up) and try to set its display CSS rule to none.
I posted a sample workaround like this in the feedback portal, so you can check if it will work out for you. Perhaps using a custom popup form for the grid can get things done (link). Or, maybe you could avoid a second modal by using a custom inline form (link) or the inline editing (link).
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