Graves is undercover in Gnarlack's bar when the polyjuice potion or transfiguration charm he's using either wears off or gets removed. The patrons (mostly people he put away at one time or other) start to beat the crap out of him and doing everything they can think of to cause him pain.
Grindelwald happens to be there and steps in to stop them, saying that he has a prior claim on Percival Graves. He takes Graves home and cleans him up. Graves is terrified and doesn't want anything from his former captor. But everything hurts, he has more than one broken bone, and he can't even stand-up on his own. He's forced to accept Grindelwald's help in doing everything (first aid, showering, undressing).
Grindelwald for his part is fairly gentle, knowing his pet can't take further physical torture, but fully expects Graves to beg for what he needs help with thank him.

Basically, I need a dark twisted relationship with Grindelwald being very possessive of his former victim, but also having a sinister gentleness that messes with Graves's head.