I've integrated with Sendgrid. I've setup an autoresponder at CP >> Email >> New Autoresponder I'm just double checking, will all the autoresponders will be sent thru Sendgrid?
You need to set the Sendgrid email method and then install the SendGrid newsletter plugin, enable and configure.
Just a note - SendGrid newsletter plugin is optional. Set email sending method to SendGrid is enough. aMember uses your SendGrid account to send all email messages in this case.