I tried this many years ago when we were new, and my does got insanely skinny. I have only heard of one person doing it, and she said that she can't do it with goats that have ever been fed grain. If they are born on her farm, and they never get grain, they do just as well as the does getting grain. But if they came from somewhere else and she tries to stop feeding them grain, their production drops and they lose weight.
I don't normally feed grain to does in pregnancy until they are within a few days of kidding, and then I just start giving them a tiny amount to get their rumen used to it again, so they'll be fine with it when in milk. If they are getting fat, that means they will probably have some big babies because those calories have to go somewhere.
Here's a post I wrote on grain during pregnancy: https://thriftyhomesteader.com/do-goats-need-grain-during-pregnancy/