Firstly, the Holy Grail is a symbol and not an actual object that goes back long before Jesus. In Sanskrit literature it is a cup in which the sacred soma is squeezed.

But more specifically the whole Christian grail legend doesn't even date back to Christ but to medieval times. What can be said is that writers of Arthurian legend, like Chretien De Troyes, were heavily influenced by Arab writers and Arabian tales such as Buliqya. That story is a great influence on the story of Perceval and the search for the Grail. Buliqiya itself derives from the legend of Gilgamesh in which he goes in search of a sacred plant in the underworld with which he can revive his dead Lancelot-like friend, Enkidu (in fact, the Excalibur story is first found in the Epic of Gilgamesh, more specifically the part about the copper axe and the lightning sword that only Gilgamesh could lift from the ground). There is also a version in the Koran, very much the same, of a man journeying in the underworld to find the secret of eternal life but in this version Moses is the traveler who visits 'Al-Kadhr' or 'the green man'. If you've read up on the recent sensationalist Grail theories there are references to the same character in the building works of the Knights Templar and Freemasons.

So we can discount any ideas of a real Grail or bloodline of Jesus.

Second, these theories propose that Jesus had a son and a royal bloodline that lived on in Europe. This is rubbish. There is no evidence for Jesus being from the line of King David. His geneaology in the Gospels is contradictory. He's supposed to be miraculously concieved anyway so he doesn't qualify as a king of ancient Israel (the messiah has no relevancy to anyone outside Israel because he is supposed to be a king of one country alone as opposed to later Christian and Islamic mythology).

More, there is actually no evidence for an historical King David and his son Solomon. Every single archaeological dig has turned up nothing and there is not one single mention of them outside biblical myth and legend. Every culture has its mythical kings that are placed in an era of historical uncertainty or to build the groundwork for a culture later on. British identity was formed by created myths of British kings. Greeks did the same. Everyone has it. These are origin stories that have little to do with history and more to do with satisfying ancient peoples who asked 'Where did our culture come from and how are we different from others?'

More again. The David and Solomon characters had so many children that if they were historical there would be millions of people around the world descended from them. At the end of the day we are all human and there is no blood more special than any other. Anyone who claims divinity or leadership based on bloodlines is decieving himself and others.