I've been getting them for weeks and never noticed they were phishing.
I only used a SendGrid account briefly, as a potential backup to my current outgoing transaction mail provider. Sent exactly 5 test emails I think.
The ICE one this morning gave me pause, but only about 2s before I deleted it and moved on with my busy day of reading HN posts.
That would seem to imply they weren't checking MX as I presume you have removed Sendgrid from your SPF allowed senders policy by now.