Susannah Delano Grant was the d/o Jonathan Delano & Amy Hatch. Jonathan Delano was the s/o Lt. Jonathan Delano & Mercy Warren.
Sara Delano Roosevelt was the d/o Warren Delano, Jr. & Catherine Robbins Lyman. Warren Delano, Jr. was the s/o Warren Delano, Sr. & Deborah Church. Warren Delano, Sr. was the s/o Ephraim Delano & Elizabeth Cushman. Ephraim Delano was the s/o Thomas Delano & Jean Peckham. Thomas Delano was the s/o Lt. Jonathan Delano & Mercy Warren.
So, yes, there is a connection! I did not include dates as they are readily available on the internet.