Does SendGrid support double opt-in to Lists as a feature or is that something we will have to implement for ourselves?
https://sendgrid.api-docs.io/v3.0/contacts-api-recipients/add-recipients
It doesn't appear to me to be anywhere in the docs, but I thought I'd ask in case I missed it.
Not as of the current date; I asked their support staff and received the following answer:
Double opt-in needs to be implemented by you in the form/page you're subscribing your recipients. The confirmation email can be sent through SendGrid.
For Marketing Campaigns we have the SendGrid’s WordPress Subscription Widget that makes it easy for people visiting your WordPress site to subscribe to your marketing emails; or Building a SendGrid Subscription Widget.