I have no evidence of this, just some logic.

1 - In the Deathwatch rpg core rulebook it mentions that while xenos are the primary target, Deathwatch regularly fights all kinds of foes. Including chaotic.

2 - Astartes seconded to the Deathwatch swear an oath to never reveal the secrets they learn.

3 - Not every daemon incursion is a result of humans. Since a daemon is bad for everyone, presumably the Grey Knights will intervene even if it is occurring on a xenos world.

3.5 - Therefore Grey Knights could benefit from the xenos hunting experience offered by Deathwatch.

4 - If the Grey Knight decide to keep as much secrets as possible, they could swap out their specialized equipment for standard astartes gear and join Deathwatch as a librarian.

All together, it seems plausible that occasionally a member of the Grey Knights is sent to spend time serving with the Deathwatch. Probably not often, given the limited number and extreme value of each Grey Knight, but it does happen.

If they keep their standard equipment, I imagine they are sent in pairs. One being a Techmarine to maintain their unique armour and weapons.