I don't think there is a better solution, even I envy myself's creativity.
And this solution is so cheap, 4 mini-con (dinobots), u can get them at X-cargo for $3 each if u don't have one yet. I don't think we need a 3rd party solution now.
The best part is it fits Grimlock's role: --- the leader of dinobots!
Here comes:
"Grimlock, let us complete you!"
Just insert the triceratops to Grimlock's belly as shown in the picture, when u hear a "click" sound, it's secured. Very tight and won't fall off.
Result, fits naturally, u can't even tell the difference it's not part of Grimlock.
Looks like Grimlock has 2 wieners now, I don't think he will complain about that.
Now to fix the hollow legs issue in robot mode. Follow the picture and change 2 Pteranodons into this mode. We need 2, since there are 2 legs.
Then just insert into Grimlock's leg, again it's very tight, it won't fall off easily.
Closer look, can't tell the difference it's another transformers, right?
In robot mode, what about those 2 spare triceratops? Let's change them into weapons.
Drill a hold as shown below
Now we have a Triceratophammer!
The 2nd one I just attach a easy click chain, it's a Triceratop-chain-hammer now.