Note by default the NTv2 grid shift support is disabled for GDA2020 in MapInfo Pro. To enable it, you will need to open and modify the relevant setting in the file -
C:\Program Files\MapInfo\Professional\NTv2.xml
Change the <Enabled> value to true for both of the lines below GDA94_GDA2020_conformal_and_distortion.gsb -
<GridFile>GDA94_GDA2020_conformal_and_distortion.gsb</GridFile>
<Enabled>true</Enabled>
Then reprojecting your data using MapInfo's Save Copy As (for vectors) or the Raster menu tools will automatically apply NTv2 transform.
NTv2 support for GDA2020 was added to certain Discover tools in Discover 2021 version. Note that by default NTv2 will be on in Discover tools, causing a mismatch for GDA2020, if you have not changedf the above setting as describe, or untick the NTv2 option each time the Discover tool is run.
In older version's of MapInfo, a custom datum will need to be added. Details are here -