Is it possible to change transparent_hugepage kernel parameter from the GRUB? Or best method to change kernel parameters in lxd?
Are you talking LXD virtual machines or containers?
For containers, because they share the kernel (and its settings) with the host, this is unlikely to be possible, unless transparent hugepages are somehow a namespaced property (I doubt it).
For virtual machines, you can just reconfigure grub in the VM as you normally would any system.