Has anyone done this yet? Or do you know how I could do this?
Had a quick look at it. Should be 100% do-able: REST interface for HTTP GET, POST, PUT and DELETE, JSON-format, API-key that needs to be sent with every request (=backend function in Wix) etc.
You will need Wix-Fetch to implement this.
Word of caution: I would not rely too much on people here helping you out, it is very specific. But if you look at the REST-implementation examples for SendGrid (not the NPM-implementation) and you study the documentation for Wix Fetch AND the documentation on mozilla about the same, you should be able to get it working.