First off let me just say that my tie wasn't a grenadine, it was some kind of twill weave I think, so obviously the powder would get into the tie easier with a grenadine than with mine. However, as grenadines are so open, I should think that this would also let the powder escape the tie more easily.
Well... The first point is to make sure you don't smear the powder into the tie to begin with. You want to put it on top of the tie so it makes contact with it and can draw out the grease, but there's no sense in pushing and smearing it down into the tie so the powder gets into the fibres. I basically just put it on to let it soak the grease, then I just turned the tie upside down to get rid of most of it, then I shook the tie a bit to shake loose what was left, then I blew air on it and finally I used one of those plastic feather-dusters. Basically anything I could do that would take away what was on it with zero chance of pushing anything into the tie. This all worked just fine and you couldn't tell that there had been any baking soda on it at all, nor could you tell that there had ever been a stain on it. The tie looks like brand new in every way. I can't promise you that there isn't some baking soda that made it into the fibres that's still inside the tie, but nothing that's at all visible. If it's visible odds are it's on the outside, and if it's on the outside it will probably fall off sooner or later, so I can't imagine that this would be a problem after say 5 wears.
If you're worried about that, test it. If the tie is self-tipped, put a little talcum powder or baking soda on the backside of the blade and leave it for a bit, then try to shake it off and brush it off with a feather duster or something similar and see if it leaves a residue you can't get rid off.