It is a bit too early for me to be able to say anything about this because Terraform SaaS is not available for the public yet.

I also wonder about the same — will it even be possible to run Terragrunt with Terraform SaaS? If so, when will it be possible?

I REALLY hope that I will know more in the coming couple of months. Meanwhile and for the whole of 2019, I don’t think there will be anything better than Atlantis to run Terragrunt.