The Mandalorian season 2, episode 5, "The Jedi" suggests that one of Grogu's original Jedi Masters was Yoda back during the Age of the Republic. A lot changed after Emperor Palpatine enacted Order 66 - the Republic transformed into the first Galactic Empire, the Jedi were hunted down and killed, and Anakin Skywalker became a Dark Lord of the Sith. But somewhere around that time, when Anakin and his 501st Legion began killing the Jedi, someone saved Grogu from the Jedi Temple on Coruscant.
That key detail is one of the few pieces of information The Mandalorian has offered up to viewers about Grogu's past. He's still one of the biggest mysteries in the series and will continue to be for quite some time, seeing as he and Mando have now been redirected to Tython, since Ahsoka Tano won't train the child. She worries Grogu will turn to the dark side of the Force because of his fear and attachment, just like Anakin did because of his attachment to Padme.
What's interesting is that, in the middle of the info dump of Grogu's history, there's a suggestion that Yoda originally trained Grogu during the time of George Lucas' Star Wars prequels. Ahsoka tells Mando that Grogu was raised at the Jedi Temple, where he was trained by "many Masters" over the years. Being the Jedi Grand Master, Yoda was in a unique position in that he trained every youngling that was inducted into the Order over the course of 800 years - resulting in approximately 20,000 apprentices. But the following scene in The Mandalorian is more telling.
During Ahsoka and Mando's conversation, Grogu begins to fall asleep. Then Ahsoka says, "I've only known one other being like this. A wise Jedi Master named Yoda." Upon hearing Yoda's name, Grogu immediately wakes up and looks at Ahsoka, at which point she smiles, as if they both were reminiscing about the past. In addition to Yoda's role within the Order, seeing Grogu acknowledge him by name further suggests that Yoda was one of Grogu's Masters. It's possible other Council members like Mace Windu trained Grogu too, though viewers may never know for sure.
Sadly, Yoda has been dead for about a decade at this point in Star Wars' timeline, so the chance of a reunion is slim. But given Grogu is connected to the Force, it's possible Yoda could appear to him as a Force Ghost, just like how the Jedi Grand Master did to Luke Skywalker in the original and sequel trilogies. But right now, the next step for Mando and Grogu is getting the child to the planet Tython, for them to see what the baby's path will be going forward.