Sophie Turner's Jean Grey was last seen in the critically panned X-Men: Dark Phoenix, in which she flew into outer space with Jessica Chastain's Vuk. Though it seemed that she died along with the evil D'Bari, the film's final shot showed a phoenix appearing in the sky, implying that Jean survived and was now traveling through space. This left Fox's X-Men franchise on an open-ended note, but this ending could be the perfect transition for Jean to appear in the Marvel Cinematic Universe.
Rumor has it that Doctor Strange in the Multiverse of Madness will introduce the X-Men into the MCU. These rumors claim that Professor X will appear as a member of the Illuminati and that Wanda will use her chaos magic to create mutants in a reversal of her infamous spell in the House of M comic book storyline. Although this could lead to Marvel Studios creating a new version of the X-Men, the multiverse opens the door for Fox's X-Men to return to the big screen, along with Jean Grey.
Spider-Man: No Way Home showed many of Peter Parker's past adversaries from alternate universes being transported into his own. The Multiverse of Madness could repeat this cosmic event by having Doctor Strange or Wanda Maximoff bring some of Fox's most famous mutants, including Jean, into their universe. Since she was last seen traveling through space, her ending up in the MCU could easily connect to how her character started wandering through the cosmos at the end of Dark Phoenix.
If Sophie Turner's Jean Grey does appear in the second Doctor Strange film, it would most likely be during a post-credits scene to avoid overstuffing the main story with too many characters. Her sudden arrival in the MCU could even set up a film adaptation of the Avengers vs. X-Men comic, in which both teams fought each other over control of the Phoenix Force when they discovered it returning to Earth.
Whether she appears during or after Doctor Strange 2, Jean can easily be a part of Wanda's character arc, as they are both dealing with guilt over creating so much suffering with their immense powers. Similar to how Jean soared off into space by herself, Wanda also flees to live in a remote cabin after the events of WandaVision, and their meeting could be part of their journeys back into civilization.
Since the X-Men could appear in MCU through The Multiverse of Madness, Marvel Studios has the perfect opportunity to pick up where Jean Grey's story left off. Considering the MCU's track record of telling excellent stories, Jean appearing in the franchise could allow the studio to do her and the Dark Phoenix saga justice.