With some CSS styling, you can easily transform a Filament Grid into an input group.

Add this to your CSS file - if you don't have one see how to register custom

@media (min-width: 1024px) {
    .filament-input-group > .grid {
        gap: 0;
    }
 
    .filament-input-group > .grid > :first-child .filament-forms-input,
    .filament-input-group > .grid > :first-child .filament-forms-input .choices__inner {
        border-top-right-radius: 0;
        border-bottom-right-radius: 0;
    }
 
    .filament-input-group > .grid > :not(:first-child):not(:last-child) .filament-forms-input,
    .filament-input-group > .grid > :not(:first-child):not(:last-child) .filament-forms-input .choices__inner {
        border-radius: 0;
        border-left: none;
    }
 
    .filament-input-group > .grid > :last-child .filament-forms-input,
    .filament-input-group > .grid > :last-child .filament-forms-input .choices__inner {
        border-top-left-radius: 0;
        border-bottom-left-radius: 0;
        border-left: none;
    }
}

Add a class filament-input-group to isolate the changes.

Forms\Components\Grid::make()
    ->columns(3)
    ->extraAttributes(['class' => 'filament-input-group'])
    ->schema([
        Forms\Components\TextInput::make('first'),
        Forms\Components\Select::make('second'),
        Forms\Components\ColorPicker::make('third'),
    ]),