Some also fled to England, where Edward II attempted to hold off the Inquisition . For a certain time he succeeded, but in the end the pressure of the French king and the Pope meant that he had to allow the trial of Templars.
I prefer to think that the Holy Grail was the chalice from which Christ drank at the Last Supper, not the theory that Jesus married Mary Magdalene and had a child with her, which seems to be the rage nowadays.