Technically it can be done as
mygrid.attachEvent(“onSubGridCreated”,function(subgrid){
    var cont = subgrid.entBox
    cont.innerHTML="";
    some_grid.attachToObject(cont);  //some_grid - reference to existing grid object which need to be used as subgrid
    return false;
});
but using onSubGridCreate event to create new grid - may be a better approach