I've also tried connecting the parent id using the custom post meta option within Gravity Forms.
So what I have is:
I know the parent id I want to link to, and that has been passed successfully into the Gravity Form
I can create the child post successfully
BUT, I can't connect the two like I can with the relationship field in a CRED form. I can't use the Cred form because I need the functionality of the Gravity Form (Mailchimp etc.)
I assume that Gravity Forms has a hook available for when the form is submitted that you can use to trigger the required code, but you'll need to check the GF documentation for details as I'm not familiar with it.