Had or have

My grandparents ......... come from Mumbai. ...come = Mumbai is where they live or lived originally.
My grandparents ......... come from Mumbai. ...have come = They have recently arrived at your place from Mumbai.
My grandparents ......... come from Mumbai. ...had come = They arrived from Mumbai some time ago and something else has happened since, past perfect being "double past". The

have

zany slide 471My grandparents ......... come from Mumbai.(had/have)

You have not presented any context which establishes a reference point in the past, so only 'have' is possible.

In the abstract, however, as isolated sentences, both 'have' and 'had' produce grammatical sentences.

CJ