JeffB
Legend
The real answer is "What's more fun"?
Yep. Teleporting with the grappled PC will definitely add some tension in a good way, AFAIC. Without the Teleport, the grapple ends up pretty boring for such an iconic powerful demon...again, AFAIC.
The real answer is "What's more fun"?
But isn't Misty Step in the same boat? The target is self, but I think it's pretty much assumed that the person doing the misty step also takes whatever equipment they are carrying.
The PC arrives naked and without gear at their destination seems like more fun.
A cool compromise might be "Yes, but..."
YES the marilith can teleport while she has a creature grappled...
BUT she can only teleport half distance (60 instead of 120 ft) and she provokes opportunity attacks from adjacent creatures.
*That's* what I'd do.
Teleport spells generally only allow willing creatures, so by RAW I would say no. But as a house rule I think it would be more fun if you could take them unwilling as well. As opposed to the other limitations I would allow a Wisdom save to keep yourself from going along for the ride. And maybe for line of teleports only? That way you can't be dropped off thousands of miles away.