The special debuts Nov. 29 on Amazon Prime Video. The show features a number of celebrities, including Fred Armisen, Camila Cabello, James Corden and Kendall Jenner.
A special screening was held Tuesday in New York.
Musgraves initially worried how her grandmother would handle being on camera, but those fears quickly subsided.
Musgraves says "she was like giving us different inflections like she knew what to do."
Musgraves took home female vocalist of the year and video of the year for "Rainbow'' at the Country Music Association Awards last week.
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