So, it is still possible that The Mandalorian and Grogu will connect to the seemingly ongoing Thrawn storyline, which appears to be the main throughline between the "MandoVerse" shows. However ...

Thrawn tasked Rukh with hunting down the rebels ... his spirit became trapped within the Massassi Temple on Yavin 4. Thousands of years later, Exar Kun attempted to kill Luke Skywalker and seduce ...