The UI in GrandMa2 makes it really unintuitive to figure out how to access files on your computer.
You can go to the File menu>Load Show and click the little ... dots in the bottom right to open a standard file dialog. The shows seem to be saved in
(bottle)/drive_c/users/Public/Application Data/MA Lighting/grandma/grandma(version stuff)/shows
which is located in the bottle https://www.codeweavers.com/support/wiki/mac/mactutorial/programfiles
The Backup button in GrandMa displayed saved shows in that directory location, but I couldn't figure out how to bring up a regular file dialog. But it looks like both apps can read/write to the same location. You could navigate to that spot in the Finder and create an alias or copy whatever shows you have saved elsewhere and then they should be visible to the programs.