As you have discovered, this is not supported directly in The Grinder itself. You will need to use a collection of tools to accomplish this.
I use a combination of Quickstatd, Graphite, and Grinder to Graphite to get all my results in the same place where I can see them. If you need to support Windows, you can probably use collectd (with ssc-serv and the Graphite plugin) instead of Quickstatd, which is based on bash scripts.
You can also pull in server side metrics (like DB lookups per second, etc.) with tools like jmxtrans, statsd, and metrics.
Having all that information in the same place is really powerful, and can give you some good insights.